Purpose of the role
To provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain, applying quantitative analysis, mathematical modelling, and technology to optimise trading and investment opportunities.
Responsibilities
- Develop and implement quantitative models and strategies to derive insight into market trends and optimise trading decisions, pricing, and risk management across various financial products and markets.
- Work closely with sales teams to identify clients’ needs and develop customised solutions.
- Conduct in-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics.
- Provide front office infrastructure support through ownership and maintenance of analytical libraries.
- Serve as an adviser on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment.
- Facilitate trade booking, amendment, and cancellation across products including bonds, IRS, cross-currency swaps, and swaptions following desk conventions and controls.
- Design, build, and maintain analytics and dashboards using Python and related tools to support the Sales team, including hit-miss analysis, client RFQ/trade behaviour tracking and activity insights.
- Assist in trade idea generation and offer market, structural, and workflow support to Sales and Trading teams.
- Ensure timely and accurate trade recap communication.
- Support trade unwind activities and coordinate with relevant internal teams as required.
- Perform credit line and risk checks pre and post-trade, ensuring compliance with counterparty and internal risk limits.
- Coordinate Independent Amount (IA) requests, handling client communication, documentation, and necessary follow-ups.
- Support PV validation and pricing checks, collaborating closely with Sales, Trading, Structuring/Strats, and Valuation teams to resolve discrepancies.
Qualifications and Experience
- Bachelor’s degree in mathematics, engineering, computer science, physics, finance, or a related quantitative field.
- Fluency in Japanese (Progress towards JLPT N5-N1).
- Strong academic record demonstrating analytical and problem-solving capabilities.
- Experience in investment banking, financial technology, or quantitative roles.
- Experience in risk, trade support/execution, analytics and related functions preferred.
- Basic understanding of derivative products including interest rate products (swaps, futures) or willingness to learn quickly.
- Excellent oral and written communication skills.
- Ability to prioritise and manage multiple tasks and take ownership of assigned tasks.
- Strong understanding of rates and macro products (IRS, bonds, XCCY swaps, swaptions) with exposure to execution, risk and control processes.
- Proficiency in Python (data analysis libraries).
- Experience supporting Sales/Trading desks across the trade lifecycle.
- Certification in CFA, FRM or working towards professional certification is desirable.
Location
NKP Mumbai, India.