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  • 9 - 12 Years
  • Posted : above 1 month

Job Description:

The Role

Join us as a Principal Quant Analyst, and manage Quantitative Developer working as part of the SAF Analytics team to deliver software solutions to internal clients and systems

Working on the Single Analytics Framework used by 50 clients and 300 direct users

Development in C , Python and other technologies where needed

Working for front-to-back clients from front office trading through market risk and to back office clients Role is to work on long term strategic projects whilst also supporting a large client base of users of the analytics in their various requirements

What the Business does

This role is based in the SAF Analytics India at NWM

NatWest Markets are a market leader in the area of derivatives trading across Fixed Income, Credit and Foreign Exchange Core derivatives teams are based in London, Stamford and growing in India The SAF Analytics team is based in London and India and growing its India team to work alongside and closely with the existing SAF team based there

The SAF Library is a very large (6m lines) cross platform C analytics library, providing a general purpose mathematical and analytical utility library for multiple systems, applications and areas of the bank

The successful candidate will join RBS NatWest Markets Quants Group in Gurgaon or Chennai and will work with London based Quant teams

Your Responsibilities

As a Principal Quant Analyst, your key responsibilities will include

Delivery of code contributing to pricing risk and PnL components of the strategic asset class platforms

Work with users from the front and middle office to translate business strategy into clear technical and analytical systems solutions

Design, develop and optimise trading and risk management pricing system components

Develop technical system solutions for implementation of mathematical models for pricing and risk management of trading products

Build system components for pricing, calibration and risk analysis and management tools for trading desks

Contribute to systems implementation of the models

Ensure that coding standards and procedures are implemented correctly

Awareness of potential operational risk issues

Client Focus Support business to promote client focus throughout strategy, communications and client engagement Ensure client focus in built into Markets culture

Reputation Build, safeguard and uphold the reputation of RBS Group across all stakeholders

Comply with Our Code, all RBS policies, How we manage RBS, and if applicable How we manage our Business, and deliver against all relevant statutory, regulatory, supervisory and legal obligations

Proactive identification and effective management and/or escalation of conduct risk to deliver key customer outcomes

Own, manage and supervise the risks which exist in the business area, ensuring mechanisms are in place to identify report, manage and mitigate risk within a defined Risk Appetite, working in conjunction with the 2LOD

Work with a range of teams including Quant Development (India), Quant Development (London) and Quant Analytics (London) as well as senior stakeholders

Build a team that will take ownership of and work on project work for SAF client projects;

The Skills youll need

In order to be successful in this role, you must have the following skills & experience

The leadership skills to build and run a highly effective Quant Dev team in India

9 years C programming experience

Excellent algorithmic thinking and/or strong software pattern knowledge

Excellent coding standards, including code comments and testing

MS Visual Studio compilers, Windows operating system, both 32bit and 64bit will be a plus

Good interpersonal skills and strong team player

(Optional) Quantitative methods for pricing

(Optional) Implementation of mathematical techniques for solving numerical problems and analysis

Ideally the candidate will hold a higher degree (preferably Masters) in a Computer Science / Mathematical field only from Premier Engineering College (IIT/NIT)


Our purpose is to serve customers well We serve around 19 million customers across the globe, and our aim is to consistently meet and exceed their needs wherever they find us Our ambition is to become the UKs number-one bank for customer trust, service and advocacy and our team in India is integral to helping us achieve this goal

Well make sure youre clear on whats expected of you in your role, that you have what you need so that youre capable of succeeding, and that youre motivated to do your best work Were a place where you can grow your career, build skills, expand your horizons and be recognised for the great contributions you make


Your reward is about much more than just your salary Our benefits packages are designed to be flexible, giving you the freedom to make choices which fit your lifestyle, and your plans for the future


We care about diversity, and we believe everyone should be able to bring their whole selves to work And as an equal opportunity employer, we invite applicants from all sections of the community including across gender identities, orientations, physical and mental capabilities, cultures and ages We want you for the work youll do

Profile Summary:

Employment Type : Full Time
Eligibility : Any Graduate
Industry : Banking
Functional Area : IT Software : Software Products & Services
Role : Software Engineer
Salary : As per Industry Standards
Deadline : 06th May 2020

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