The Core Engineering-L2-Bengaluru-Analyst-Quantitative Engineering

The Funds Transfer Pricing (FTP) Strats team within The core engineering is dedicated to developing robust quantitative Asset Liability Management (ALM) models and frameworks. This enables the accurate pricing incentivization and execution of funding transfers utilizing liabilities such as deposits and notes to support the Firms asset-generating revenue activities. The team collaborates closely with Treasury traders deposit and revenue businesses Risk and senior leadership across the Firm to strategically manage the overall balance sheet and enhance risk management.

FTPs primary objectives are:

• Incentivize the desks decision making to align with Firms overarching financial objectives while operating within established risk and regulatory frameworks
• Efficiently execute funds transfer through the utilization of internal funding instruments developed and managed by the FTP strats team
• Manage deposits pricing models to accurately quantify and assess interest rate risks across all deposits in the Firm
• Develop and manage effective quantitative models that facilitate the transfer of market risks in Treasury enabling centralized managed by the Treasury trading desk

Responsibilities:

• Design and implement quantitative frameworks and mathematical models to accurately price funding for Firms assets and liabilities
• Develop fixed-income tradable models for internal funding transfer and risk centralization as well as pricing models for deposits based to quantify deposits risk to markets sensitivities
• Understand business needs data requirements and specifications; facilitate and develop process workflow required to support implementation of data engineering solutions
• Develop analytics and reporting to provide transparency on FTP and ALM
• Analyze model output and facilitate understanding of model results by non-technical clients
• Manage/Execute end-to-end systems development cycle from requirements analysis coding testing UAT and post go live maintenance

Basic Qualifications

• Advanced degrees (PhD or Masters) in a quantitative field such as Mathematics Physics Engineering or Computer Science -- orbachelors with relevant work experience
• Strong analytical and problem-solving ability
• Python or similar programming language
• Excellent communication skills including experience speaking to both technical and business audiences and working globally across multiple regions
• Familiarity with financial markets financial products and optimization is a plus
• Self-motivated team player