Skill: algorithms , c , fx , java , c# , python , machine learning; Exp: 3-6 years; Senior Quant Analyst Gurugram, Haryana, India Contract type Full-Time Job ref 79392 Date listed 31/07/2018 Closing date 05/08/2018 The Business Purpose of the Role Join us as a Senior Quant Analyst, where you will work with global FX trading desk in creating algorithms for pricing and risk management of spot FX. Youll work in partnership with specialised functions within the Asia Finance community, jointly owning and implementing key objectives within the Asia geographical footprint which comprises 11 countries. The role offers the opportunity to combine solving complex analytical problems, and having a direct impact on day-to-day trading activity. Work is done in close cooperation with colleagues in Singapore and London with the trading and IT departments What the Business does This role is based in the FX Quant Analytics Team within NatWest Markets Technology India (NWM Tech). Global Quantitative Analytics team in NWM is responsible for pricing, execution, and risk management models across NatWest Markets. The high Frequency Spot FX eTrading team is responsible for the automation for pricing calculations for products like FX spot, forwards and risk management of the same Your Responsibilities As a Senior Quant Analyst & Associate, your key responsibilities will be Working on pricing, hedging, research activity including market liquidity, micro-structure analysis, optimal hedging, TCA for electronic FX desk Back testing existing models and strategies; come up with alternate mathematical solution to problem under consideration Support existing algorithmic solutions and contribute to the ongoing development activities Participate in various analytical requests from global trading teams The Skills youll need The candidate will hold a Masters/Doctoral degree in a STEM (Science, Technology, Engineering and Mathematics) subject from a premier academic institution At least 3 years Quant Analyst experience within a large analytics library with Tier 1/2 Investment Banking or Machine Learning techniques on any other large data set. If the candidate has PhD then we are looking for not more than 2-3 years experience Strong mathematical background, preferably with good knowledge in the following disciplines probability, quantitative finance, machine learning, optimisation, time series analysis Strong programming and computer science skills. Knowledge of Java or C or C#(any one) along with Python/R Why RBS? RBS doesnt just provide you with an exciting work and a generous pay package. We take pride in ensuring your personal and professional developments are first and foremost. You will have access to a range of development and learning programs, services and support designed to help you manage and balance your work/life priorities. Whether its retirement planning, supporting a charity close to your heart or taking care of your well-being, RBS makes sure you are taken care of. For more information on our benefits, please visit our website. At RBS, our purpose is to serve customers well. We serve around 24 million customers across the globe, and our aim is to consistently meet their needs wherever they find us. Our ambition is to become the UKs number-one bank for customer trust, service and advocacy by 2020. Our global workforce is integral to helping us achieve this goal. With colleagues across 5 main states, and connected across-the-globe by common values and a unified ambition, RBS India delivers vital bank functions that help us offer truly round-the-clock support to our UK customers, and 24/7 banking to our international customers. RBS welcomes applications from all sections of the community.
Function: IT Software : Software Products & Services