Senior Quantitative Analyst

Description

This role will be involved in designing, implementing, testing, and rolling out the rate and spread product models in the current and future analytical environment, with a heavy emphasis on the securitized products. The daily work also includes assisting the traders, risk managers, and product controllers to understand the models and interpret the outputs, preparing the model documentation and validation submissions, as well as tracking the model performance.

Requirements

• 5-9 years of relevant industry experience
• Ph.D or Master’s degree in one of quantitative areas such as mathematics, statistics, physics or computer science
• Excellent analytical skills

Proficient in at least one of the programming languages such as Python (preferred), C++, and C#.

• Broad knowledge of financial markets and regulations is good to have.
• A fast and self-motivated learner who takes the ownership of the projects and deadlines

Knowledge on QRM, PolyPaths and Intex is a plus.

• Experience in asset liability management is helpful.
• Solid knowledge of financial instruments and derivatives, such as securitized products, bonds, IR swaps, futures, and options, as well as related pricing and risk management models

Benefits

Duration 12+ Months- potential for extension; 37.5 hours per week

Training + Development

Interview process

Visa Sponsorship

Security clearance