Supervisor - Financial Engineering

Citco Group of Companies; Hyderabad; On-site; INR 800,000 - 1,400,000; Full time

Job summary

Citco Group of Companies in Hyderabad is seeking a Risk/Quantitative Analyst to maintain and enhance risk models for pricing, Greeks, scenario analysis, and VAR across OTC derivatives. You will develop and test analytical models, work on risk infrastructure changes with IT, and document processes while supporting the global risk team.

The role requires 2-4 years in financial services, strong quantitative skills, and experience with SQL/Oracle databases.

Qualifications

• Bachelor or Master level degree in Quantitative Finance, Engineering or other Analytical subjects. CFA/FRM/CQF is a plus.
• 2-4 years of experience in Financial Services, preferably with exposure to Quantitative Modeling, Market Risk, Performance Analytics.
• Financial Modeling, Mathematical and advanced Quantitative skills.
• Understanding of basic algorithms, coding experience with Java, Python, C++, VBA or any other language is a plus.
• Experience with Databases SQL, Oracle and working with large data sets.

Responsibilities

• Maintaining and enhancing current risk models for pricing, generating Greeks/sensitivities, scenario analysis, VAR and other risk measures for various financial instruments (OTC derivatives focus).
• Maintaining and enhancing performance attribution models like Brinson Attribution, multi-factor attribution, alpha decomposition, chain linking methods, etc.
• Designing and testing new analytical models for financial instruments not covered currently, hard to value derivatives.
• Spec’ing out changes to Risk infrastructure and working with IT to implement.
• Maintaining documentation for risk infrastructure and providing periodic tutorials to Risk team.

Skills

Quantitative modeling

Financial modeling

Java

Python

C++

VBA

Algorithms

SQL

Oracle

Education

Bachelor's or Master’s in Quantitative Finance/Engineering

CFA/FRM/CQF (nice to have)

Tools

SQL

Oracle

Job description

The market leader. The premier provider. The best in the business. At Citco, we’ve been the front-runner in our field since our incorporation in 1948 led to the evolution of the asset servicing sector itself. This pioneering spirit continues to guide us today as we innovate and expand, push beyond the boundaries of our industry, and shape its future. From working exclusively with hedge funds to serving all alternatives, corporations and private clients, our organization has grown immensely across asset classes and geographies. For us, this progress is a pattern that we’ll only maintain as we move forward, always prioritizing our performance. So for those who want to play at the top of their game and be at the vanguard of their space, we say: Welcome to Citco.

About the Team & Business Line:

Fund Administration is Citco’s core business, and our alternative asset and accounting service is one of the industry’s most respected. Our continuous investment in learning and technology solutions means our people are equipped to deliver a seamless client experience.

Responsibilities

You will be responsible for

• Maintainingandenhancingcurrent risk models for pricing, generating Greeks/sensitivities, scenarioanalysis,VAR and other risk measuresattributed tovarious financial instruments. Large focus will be on OTC derivatives like IR Swaps, CDS, Options; various curve construction
• Maintaining and enhancing performance attribution models like Brinson Attribution, multi-factor attribution, alpha decomposition, various chain linking methods, etc.
• Designing and testing new analytical models for financial instruments not covered currently, hard to value derivatives
• Spec’ingout the requested changes toRiskinfrastructure,work closely with IT to get them implemented
• Maintainingdocumentation for various parts of risk infrastructure
• Providingperiodic tutorials to Risk team on our infrastructure, analytics, etc. so that global team can be more self-sufficient
• Working on projectsforimproving coverage of products, risk services as well as infrastructure
• Providingsupport for client and internalescalation querieswhere deep dive into internal models, analyticsand systems is required
• Stayingup to date with market developments, changes in standardsfor risk/performanceanalytics andmake sure Citco Risk group stays ahead of the curve

Qualifications

About You:

• You have a Bachelor orMaster level degree inQuantitativeFinance, Engineering orother Analyticalsubjects. Additional qualifications like CFA orFRMor CQFis a plus
• 2-4yearsofexperience in Financial Services, preferably with exposure toQuantitative Modeling,Market Risk, Performance Analytics
• Financial Modeling, Mathematical and advanced Quantitative skills
• Understanding of basic algorithms, coding experiencewith Java, Python, C++, VBAor any otherlanguageisa plus
• Experience with Databases SQL, Oracle and working with large data sets
• Strong problem solving aptitude- proactively making sense of complex issues where ambiguity exists
• Attention to details,drive forresults, self-starter -energetic and tenacious achievement orientation

Yourwell beingis of paramount importance to us, and central to our success. We provide a range of benefits, training and education support, and flexible working arrangements to help you achieve success in your career while balancing personal needs. Ask us about specific benefits in your location.

We embrace diversity, prioritizing the hiring of people from diverse backgrounds. Our inclusive culture is a source of pride and strength, fostering innovation and mutual respect.

Citco welcomes and encourages applications from people with disabilities. Accommodations are available upon request for candidates taking part in all aspects of the selection.

Job Info

• Job Identification 12110
• Job Category Risk and Transparency Services
• Posting Date 12/11/2025, 02:04 PM
• Degree Level Bachelor's Degree
• Job Schedule Full time
• Job Shift Day