Location: India

Role Description

Group Strategic Analytics (GSA):

• Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions.
• The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming.
• The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office.
• The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.

What we’ll offer you

As part of our flexible scheme, here are just some of the benefits that you’ll enjoy

• Best in class leave policy
• Gender neutral parental leaves
• 100% reimbursement under childcare assistance benefit (gender neutral)
• Sponsorship for Industry relevant certifications and education
• Employee Assistance Program for you and your family members
• Comprehensive Hospitalization Insurance for you and your dependents
• Accident and Term life Insurance
• Complementary Health screening for 35 yrs. and above

Your key responsibilities

Market Risk Strats

• The candidate is required to work in collaboration with global teams on various quantitative and regulatory driven projects.
• The candidate is required to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform.
• Implementation of the project needs to be done in Python and C++ programming language.
• The candidate should possess very good English communication skill to coordinate and communicate their work effectively with various stakeholders spread across globe.

Role:

• Development of complex processes and frameworks as well as risk analysis and improvements
• Implement, enhance and maintain existing framework to measure market risks across the bank
• Understand and decipher business problem to convert into manageable smaller problem statements
• Coordinate and gather information from various stakeholders for deeper understanding of the business
• Design an automated solution which is optimized and scalable
• Develop applications/libraries for the implementation of the solution
• Remediation of regulatory as well as external and internal findings against the MR HS models in line with the assigned tasks
• Constant awareness and understanding of the key market risks taken by the business areas and communication to senior management and stakeholders
• Quality assurance (e.g. 4 eyes principal reviews)

Your skills and experience

Education/Qualifications:

• Strong educational background in Engineering/Science, Economics, Statistics or other numerate discipline preferably from good colleges in India e.g. IIT, NIT etc.
• Good knowledge of financial instruments and markets across all asset classes
• Knowledge of financial pricing models, risk models would be desirable
• Experience with applied econometrics (Hypothesis testing, PCA, Linear/Non-Linear Regression etc.) will be a plus
• Certification courses like CFA/FRM/CQF will have an edge

Competencies:

• Programming skills – at least 5 years of experience in Python/C++ programming with good knowledge of OOPs programming concepts
• Independent handling and mitigating methodological or process weaknesses identified by regulators, auditors and internal model validation teams
• Strong communication skills and presentation ability with attention to detail
• Good problem-solving instincts and strong analytical skills

Personal characteristics:

• Ability to work independently as well as flexibly within intra or inter-departmental groups
• Continuous advancement of own skills and knowledge
• Can-do attitude & able to cope well under pressure and tight deadlines

How we’ll support you

• Training and development to help you excel in your career
• Coaching and support from experts in your team
• A culture of continuous learning to aid progression
• A range of flexible benefits that you can tailor to suit your needs

This role offers the opportunity to work within EY’s Financial Services Risk Management (FSRM) group, supporting leading global financial institutions in identifying, measuring, and managing risk including trading book market risk & counterparty credit risk, banking book credit risk, operational risk, and regulatory requirements. As part of the Quantitative Trading Book (QTB) team within FSRM, you will contribute to strategic and functional transformation across risk, treasury, and front to back-office functions. You will apply quantitative skills to enhance risk and valuation processes, support regulatory compliance, and develop analytics that drive better decision making for clients with capital markets activities. This is an opportunity for quant professionals looking to work on models, regulatory initiatives, and high impact capital markets engagements across global banks, broker dealers, asset managers, and insurance institutions.

Your key responsibilities

• Demonstrate deep technical capabilities and industry knowledge of financial products
• Lead components of large-scale client engagements and/or smaller client engagements while consistently delivering quality client services
• Understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client’s business
• Manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes.
• Responsible for decision-making, optimizing processes, resource management, and overseeing team management as needed for task execution.
• Accountable for allocating personnel, supervising team members, assigning tasks, ensuring that the team has the necessary tools and support to succeed in their roles and optimizing and evaluating their performance to meet organizational goals.

Skills and attributes for success

• Strong understanding of statistical and numerical techniques (e.g., Monte Carlo, finite difference methods)
• Knowledge of derivative pricing concepts across asset classes (rates, equities, credit, FX, commodities)
• Solid grounding in mathematical foundations including stochastic calculus, differential and integral calculus, probability, linear algebra
• Understanding of optimization techniques (e.g., gradient‑based methods) relevant to calibration, risk analytics, and numerical model implementation.
• Experience in model development, validation, monitoring, and audit procedures (stress testing, back testing, benchmarking) of trading book models.
• Strong coding skills in advanced Python / C++ and basic SQL
• Awareness of emerging AI/ML methodologies and their use in risk management, model validation, and quantitative workflow automation.
• Excellent communication, analytical thinking, and problem solving skills.

Ideally, You Will Also Have

• Exposure to market risk and counterparty credit risk methodologies (VaR, ES, SVaR, CVA, PFE) and time series techniques (e.g. GARCH).
• Hands on experience with pricing model development/validation (e.g., HW1F/2F, HJM, LMM, SABR, Heston, Dupire), volatility calibration, curve bootstrapping.
• Experience with risk/pricing systems such as Murex, Calypso, Numerix, Bloomberg, Calypso, SunGard Adaptiv, RiskMetrics, etc.

What We Look For

• Undergraduate or graduate degree in quantitative disciplines (Comp. Finance, Mathematics, Engineering, Statistics, Physics) or PhD in quantitative topics
• Regulatory knowledge in FRTB Basel, CCAR
• Professional certifications (CQF, FRM, PRM, RAI are a plus)
• Ability to work in a fast-paced environment and support engagements with global financial institutions
• Willingness to travel based on client needs.

Quantsapp is a global Fintech with a market leadership in Options Analytics in India. We provide proprietary & game changing analytical solutions to participants of the financial markets. Quantsapp has over 1.5mn users on its application in India with the entire world to capture. We are looking for passionate candidates looking to be part of the journey and grind.

Position Overview:
We are seeking a knowledgeable and passionate Stock Market Trainer to educate and empower individuals on stock market principles, trading strategies, and investment opportunities. The ideal candidate will have a strong background in finance, a deep understanding of market dynamics, and the ability to communicate complex concepts in an engaging manner.

Key Responsibilities:

• Develop and deliver comprehensive training programs on stock market fundamentals, trading strategies, and investment analysis.
• Conduct workshops, webinars, and one-on-one coaching sessions tailored to varying skill levels, from beginners to advanced traders.
• Create and update training materials, including presentations, manuals, and online resources.
• Stay current with market trends, financial news, and emerging investment opportunities to provide relevant insights to trainees.
• Assess trainee progress and provide constructive feedback to enhance their learning experience.
• Facilitate discussions and encourage participant engagement through interactive learning techniques.
• Collaborate with the marketing team to promote training programs and attract potential participants.

Qualifications:

• Bachelor’s degree in finance, Economics, Business, or a related field.
• Minimum 2 years of experience in stock trading, financial analysis, or investment management.
• Proven experience in teaching or training, preferably in a financial or educational setting.
• Strong understanding of stock market principles, trading platforms, and investment strategies.
• Excellent communication and presentation skills, with the ability to explain complex concepts clearly.
• Proficient in using technology and digital tools for online training delivery.

Preferred Skills:

· Proven experience in designing multiple training events in capital markets with Futures and Options in focus.

· Extensive knowledge Capital Markets in general and Futures & Options in particular.

· Hands-on with Options Trading will be an asset.

· Masters in finance required, Charter in capital markets (CQF/CMT/CFA) desirable.

· Experience in managing team along with self-delivery of training

· Strong hold on Hindi, English required additional language preferred.

· Excellent Written & Communication skills.

· Creation of self-generated trading models in Futures & Options is a plus.

· Presence on You Tube / Meta / LinkedIn/ Twitter with notable following is a plus.

Roles & Responsibilities

• Build and maintain financial models (e.g., cash flow forecasts, NPV/IRR, capital planning) to translate operational metrics into financial insights.
• Conduct scenario planning, stress tests, and sensitivity analysis to evaluate strategic business decisions.
• Validate model assumptions through back-testing and ensure predictive stability.
• Collaborate with analytics, finance, and operations teams to align data, inputs, and result interpretation.
• Maintain model auditability, versioning, and documentation in a certified model catalog.
• Enhance models with advanced techniques (stochastic drivers, real options valuation, tornado analyses) to support strategic and operational decisions.

Requisites

• Bachelor’s degree in Statistics, Finance/Economics, Computer Science, or related field.
• Experience in financial modeling, scenario planning, and sensitivity analysis.
• Strong Python and SQL skills for analytics and automation.
• Ability to communicate insights and trade-offs to business stakeholders.
• Preferred: Advanced degree, experience in energy/asset-intensive industries, optimization/system dynamics knowledge, cloud platforms, or professional credentials (CFA, CQF).