Supervisor - Financial Engineering

CFA Institute; Hyderabad; On-site; INR 800,000 - 1,200,000; Full time

Benefits offered by this job

Flexible working arrangements

Training and education support

Diversity and inclusion initiatives

Job summary

A leading financial services firm based in Hyderabad is seeking a professional to enhance risk models and provide analytical support for various financial instruments. The ideal candidate will have a strong background in Quantitative Finance, a passion for problem-solving, and experience with coding in several programming languages. This role emphasizes maintaining cutting-edge risk infrastructure and supporting financial analytics. Candidates with a drive for results and attention to detail will thrive in this inclusive environment.

Qualifications

• 2–4 years of experience in Financial Services, preferably in Quantitative Modeling.
• Understanding of coding and algorithms is a plus.
• Experience with large data sets is essential.

Responsibilities

• Maintain and enhance risk models for pricing and risk measures.
• Design new analytical models for financial instruments.
• Provide tutorials on risk infrastructure to the Risk team.

Skills

Financial Modeling

Mathematical skills

Problem-solving aptitude

Attention to details

Education

Bachelor or Master degree in Quantitative Finance

Tools

SQL

Java

Python

C++

VBA

Job description

Job Description

About Citco: 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

• Maintaining and enhancing current risk models for pricing, generating Greeks/sensitivities, scenario analysis, VAR and other risk measures attributed to various 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'ing out the requested changes to Risk infrastructure, work closely with IT to get them implemented
• Maintaining documentation for various parts of risk infrastructure
• Providing periodic tutorials to Risk team on our infrastructure, analytics, etc. so that global team can be more self‑sufficient
• Working on projects for improving coverage of products, risk services as well as infrastructure
• Providing support for client and internal escalation queries where deep dive into internal models, analytics and systems is required
• Staying up to date with market developments, changes in standards for risk/performance analytics and make sure Citco Risk group stays ahead of the curve

Qualifications

About You:

• You have a Bachelor or Master level degree in Quantitative Finance, Engineering or other Analytical subjects. Additional qualifications like CFA or FRM or 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
• Strong problem‑solving aptitude – proactively making sense of complex issues where ambiguity exists
• Attention to details, drive for results, self‑starter – energetic and tenacious achievement orientation

Our Benefits

Your well‑being is 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.