

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.
Proficient in at least one of the programming languages such as Python (preferred), C++, and C#.
Knowledge on QRM, PolyPaths and Intex is a plus.
Duration 12+ Months- potential for extension; 37.5 hours per week