This role is part of a strategic initiative to establish a dedicated global Prime franchise team in Mumbai working alongside desks in Hong Kong, Singapore, London, and New York
Job Summary
This role is part of a strategic initiative to establish a dedicated global Prime franchise team in Mumbai working alongside desks in Hong Kong, Singapore, London, and New York.
The position involves designing advanced quantitative models and algorithms to mitigate counterparty risks across Futures, Prime Brokerage, and Equity Delta One business lines.
Candidates will be responsible for managing key regulatory metrics including RWA, GSIB scores, NSFR, and LCR while advising trading desks on capital and liquidity implications.
Matching Summary
This role is part of a strategic initiative to establish a dedicated global Prime franchise team in Mumbai working alongside desks in Hong Kong, Singapore, London, and New York.
Salary
Not specified; Not specified; Not specified
Skills & Requirements
Must-have
4+ years financial services experience
Python programming proficiency
Prime Brokerage or derivatives knowledge
Bachelor's or Master's quantitative degree
Regulatory metrics understanding RWA NSFR
Nice-to-have
CFA certification preferred
Experience with Generative AI tools
Cloud platform familiarity AWS Azure
Top-tier engineering institution background
Machine learning framework expertise
Key Requirements
Minimum 4 years of relevant industry experience
Master's degree in quantitative discipline preferred
Graduates from IITs and similar top-tier institutions encouraged