int(9389)
Mumbai, India

Securitized Products Quant Specialist

An Exciting opportunity to work with one of the Global Fund Management organizations – Buy side organization who is keen to hire a Quant specialist who comes with a strong understanding of securitized products and managed impact analysis of model outputs and analyzed scenarios for securitized products deals.

You have strong modelling experience.

You have worked for more than 3 years’ experience into securitized product analysis.

Python programming language expertise.

Please contact Anita Shah or email your cv directly in word format with Job ID 10185 to riskandquants-in@theedgepartnership.com.

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

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Key responsibilities

  • Analyzing model output to ensure analytics make sense and changes in analytics are consistent with shifts in rates and other macro inputs.
  • Position modelling in Proprietary systems as well as vendor systems.
  • Researching/troubleshooting outliers and/or nonsensical model output.
  • Tracking down base case and stress scenario Intex assumptions and cashflows from PMs for new deals as well as private and/or other structured securities that aren’t modeled in Intex.
  • General maintenance of modeling processes and workflows.
  • Helping with testing and impact analysis for new model versions and enhancements/updates to model workflows.

Role requirements

  • Good fixed income knowledge especially in structured, securitized products.
  • Strong SQL knowledge with knowledge of python programming language.
  • Bachelor’s degree in engineering.