Job Title : Securitized Products Quants
Experience : 0 to 2 Years
Location : Mumbai
Roles & Responsibilities
- Develop and enhance quantitative models for Mortgage-Backed Securities (MBS) and Asset-Backed Securities (ABS).
- Support the design, implementation, and validation of pricing and risk models for securitized products.
- Work closely with global quantitative research and front-office teams on model development initiatives.
- Analyze financial products, market data, and structured finance instruments to support trading and investment decisions.
- Implement quantitative models and algorithms using C++ and other programming tools.
- Perform model testing, validation, and performance analysis to ensure model accuracy and robustness.
- Research and apply advanced mathematical, statistical, and financial concepts to structured products.
- Develop analytical tools and frameworks for valuation, risk measurement, and portfolio analysis.
- Collaborate with traders, researchers, and technology teams to deliver scalable quantitative solutions.
- Stay updated with developments in financial markets, structured products, and quantitative methodologies.
Requisites
- Bachelor//'s or Master//'s degree in Quantitative Finance, Mathematics, Statistics, Computer Science, Engineering, Physics, or a related field.
- Strong understanding of Fixed Income and Structured Finance products.
- Knowledge of quantitative modeling, financial mathematics, and statistical analysis.
- Proficiency in C++ programming and object-oriented programming concepts.
- Understanding of pricing models, risk analytics, and financial market concepts.
- Knowledge of probability, statistics, stochastic processes, and numerical methods.
- Ability to work with large datasets and perform quantitative analysis.
- Strong communication and collaboration skills.
- Passion for quantitative research and financial markets.
