Job Description
Job Description:
Quantitative Services:
Quantitative Services (QS) team is part of Global Banking & Markets (GBAM) Operations. Quantitative Services consists of teams working in various streams but not limited to Uncleared Margin Rules (UMR), Counterparty Credit Risk (CVA), Funding Risk (FVA), Credit Capital adjustments (KVA) and Market Risk Operations. The group is responsible for validating implementation of new models or methodology enhancements to enable the business effectively manage the firm’s derivatives portfolios. Other responsibilities include:
• Designing and developing new infrastructure and processes for new business or regulatory driven initiatives
• Prototyping solutions to the business’s risk or modeling issues and drive strategic implementation of the solutions
• Interact with Regional stakeholders to understand the business problem and discuss the solutions
Job Description – Counterparty Risk Analytics (xVA & UMR)
Risk Analysis & UMR
• Validate all risk measures for OTC derivatives prior to Initial Margin(IM) calculation
• Validate IM numbers by performing attribution analysis
• Develop mechanisms for effective management of risks and controls within agreed risk appetites.
• Coordination with counterparties for Initial Margin Disputes related to Risk Models & Market Data
• Performing independent trade pricing & risk calculation
• Working with Front Office on Optimization methodology & results analysis
Counterparty Risk (xVA)
• Work closely with Front Office in daily xVA Risk analysis
• Explain daily Risk moves including higher order risk & cross impacts
• Support Front Office in analyzing impact of ad-hoc scenario analysis
• Working with Front Office on Optimization methodology & results analysis
• Working closely with Traders, Market Risk, FO Quants, senior managers on validating model enhancements
Risk Operations
• Send VaR Flash Reports to the Risk Managers
• Validate and identify issues with Market Risk feeds
• Ownership of DQ controls and related documentation
• Working with tech teams and other support functions towards resolution of risk related issues
Job Locations
Mumbai, Chennai, Gurugram, Gandhinagar (GIFT), Hyderabad.
Campus Hiring Eligibility for students is as listed below:
• Final year MASTERS STUDENTS from the Class of 2026 ONLY
• Must Have Specialization in FINANCE ONLY
• Must have scored 60% in the last semester OR CGPA of 6 on a scale of 10 in the last semester
• No Active Backlogs in any of the semesters
• Students should be willing to join any of the roles/skills/segment
• Students should be willing to work in any shifts
Quantitative Services:
Quantitative Services (QS) team is part of Global Banking & Markets (GBAM) Operations. Quantitative Services consists of teams working in various streams but not limited to Uncleared Margin Rules (UMR), Counterparty Credit Risk (CVA), Funding Risk (FVA), Credit Capital adjustments (KVA) and Market Risk Operations. The group is responsible for validating implementation of new models or methodology enhancements to enable the business effectively manage the firm’s derivatives portfolios. Other responsibilities include:
• Designing and developing new infrastructure and processes for new business or regulatory driven initiatives
• Prototyping solutions to the business’s risk or modeling issues and drive strategic implementation of the solutions
• Interact with Regional stakeholders to understand the business problem and discuss the solutions
Job Description – Counterparty Risk Analytics (xVA & UMR)
Risk Analysis & UMR
• Validate all risk measures for OTC derivatives prior to Initial Margin(IM) calculation
• Validate IM numbers by performing attribution analysis
• Develop mechanisms for effective management of risks and controls within agreed risk appetites.
• Coordination with counterparties for Initial Margin Disputes related to Risk Models & Market Data
• Performing independent trade pricing & risk calculation
• Working with Front Office on Optimization methodology & results analysis
Counterparty Risk (xVA)
• Work closely with Front Office in daily xVA Risk analysis
• Explain daily Risk moves including higher order risk & cross impacts
• Support Front Office in analyzing impact of ad-hoc scenario analysis
• Working with Front Office on Optimization methodology & results analysis
• Working closely with Traders, Market Risk, FO Quants, senior managers on validating model enhancements
Risk Operations
• Send VaR Flash Reports to the Risk Managers
• Validate and identify issues with Market Risk feeds
• Ownership of DQ controls and related documentation
• Working with tech teams and other support functions towards resolution of risk related issues
Job Locations
Mumbai, Chennai, Gurugram, Gandhinagar (GIFT), Hyderabad.
Campus Hiring Eligibility for students is as listed below:
• Final year MASTERS STUDENTS from the Class of 2026 ONLY
• Must Have Specialization in FINANCE ONLY
• Must have scored 60% in the last semester OR CGPA of 6 on a scale of 10 in the last semester
• No Active Backlogs in any of the semesters
• Students should be willing to join any of the roles/skills/segment
• Students should be willing to work in any shifts
💡 Quick Summary
Seeking a career-building opportunity? The Team Leader position is now open for candidates interested in the Bank Jobs sector. This role in Hyderabad offers a professional environment and growth potential.
Requirement Snapshot: Candidates should possess basic communication skills, a proactive attitude, and the ability to work in a team. Experience in Bank Jobs is a plus.