Must Have Technical/Functional Skills
· 10+ years of experience in Quantitative Development, Risk Analytics, Front Office Risk Technology, or Capital Markets Risk Platforms.
· Strong knowledge of Fixed Income products, including:
o Repo / Reverse Repo
o Government Bonds
o Corporate Bonds
o Interest Rate Derivatives
o Total Return Swaps (TRS)
· Strong understanding of:
o Risk calculations and exposure measurement
o Bond pricing and yield curve analytics
o Interest rate sensitivity (DV01/PV01)
o Funding and financing risk
o Scenario analysis and stress testing
· Advanced Python development skills with expertise in:
o Python
o Pandas
o NumPy
o Data analysis and numerical modeling
· Strong analytical, troubleshooting, and root cause analysis skills.
· Experience investigating risk, valuation, and exposure discrepancies.
· Ability to reconcile outputs across risk systems, trading platforms, and finance calculations.
· Strong understanding of market data, curves, trade lifecycle events, and their impact on risk calculations.
· Experience working directly with traders, desk quants, risk managers, and finance users.
· Excellent communication and stakeholder management skills. Good to Have Skills · Experience with Quartz or similar front-office risk and analytics platforms.
· Experience in Capital Markets, Fixed Income Trading, or Financing businesses.
· Knowledge of risk attribution, explainability, and quantitative analytics frameworks.
· Exposure to enterprise risk platforms and front-office technology environments.
Roles & Responsibilities
· Enhance and support a Fixed Income and Financing Risk Platform focused on Repo business and risk analytics.
· Investigate unexplained risk, valuation, and exposure movements across trading and risk systems.
· Perform reconciliation between risk systems, trading platforms, and finance calculations.
· Conduct root cause analysis of incorrect or unexpected risk and valuation results.
· Analyze the impact of market data changes, yield curve movements, trade amendments, and booking issues on risk calculations.
· Work closely with traders, desk quants, risk managers, and finance teams to explain and resolve risk-related issues.
· Develop and enhance risk analytics, attribution, and explainability capabilities.
· Validate and challenge risk and valuation calculations to ensure analytical accuracy.
· Debug complex calculation issues across multiple systems and data sources.
· Design and implement analytical solutions using quantitative and risk domain expertise.
· Support production issues, troubleshooting, testing, and continuous platform improvements.
TCS Employee Benefits Summary:
Discretionary Annual Incentive.
Comprehensive Medical Coverage: Medical & Health, Dental & Vision, Disability Planning & Insurance, Pet Insurance Plans.
Family Support: Maternal & Parental Leaves.
Insurance Options: Auto & Home Insurance, Identity Theft Protection.
Convenience & Professio nal Growth: Commuter Benefits & Certification & Training Reimbursement.
Time Off: Vacation, Time Off, Sick Leave & Holidays.
Legal & Financial Assistance: Legal Assistance, 401K Plan, Performance Bonus, College Fund, Student Loan Refinancing.
Salary Range: $100,000 - $125,000 a year
More Information
Application Details
- Organization DetailsTCS / Tata Consultancy Services
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