- Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
- Work closely with platform engineering team on integration of analytics libraries into firm's risk systems.
- Investigate market data, pricing and risk analytics issues.
- Bachelor's/Master's degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering.
- Finance related qualification like CFA, FRM, CQF etc. is an advantage.
- 9+ years of experience into FinSec and Banking
- Excellent programming knowledge in Python/C++ with financial maths and quant development work.
- Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.
- Good knowledge of development of pricing and risk analytics systems and tools.
- Good knowledge of object oriented analysis and common design patterns.
- Excellent analytical and problem solving skills.
- Good communication skills and ability to work with trading desk and platform engineering teams.
- Front office experience involving FX and Rates
- Fortune World's Most Admired Companies & Top 20 for Diversity and Inclusion
- Bloomberg's Gender Equality Index (GEI)
- Human Rights Campaign Foundation, 100% score Corporate Equality Index
- Best Places to Work for Disability Inclusion, Disability: IN – 100% score
- 100 Best Workplaces for Innovators, Fast Company
- CDP's Climate Change 'A List'
Vice President, Quant Engineer II - Pune, India - BNY Mellon
Description
Vice President, Quant Engineer II
Bring your ideas. Make history.
BNY Mellon offers an exciting array of future-forward careers at the intersection of business, finance, and technology. We are one of the world's top asset management and banking firms that manages trillions of dollars in assets, custody and/or administration. Known as the "bank of banks" - 97% of the world's top banks work with us as we lead and serve our customers into the new era of digital.
With over 238 years of rich history and industry firsts, BNY Mellon has been built upon our proven ability to evolve, lead, and drive new ideas at every turn. Today, we're approximately 50,000 employees across 35 countries with a culture that empowers you to grow, take risks, experiment and be yourself. This is what #LifeAtBNYMellon is all about.
We're seeking a future team member for the role of Vice President, Quant Engineer II to join our team. This role is located in Pune, Maharashtra - HYBRID.
In this role, you'll make an impact in the following ways:
To be successful in this role, we're seeking the following:
At BNY Mellon, our inclusive culture speaks for itself. Here's a few of our awards:
Our Benefits:
BNY Mellon offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life's journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves that can support you and your family through moments that matter. BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups/Females/Individuals with Disabilities/Protected Veterans.