Senior Quantitative Analyst Job at Vichara
Job Description:
As a part of the Fixed Income Products Technology team, build and integrate custom prepay, default and other models for Risk Management and Risk Reporting supporting the Credit Risk and Front Office teams. The group focusses on building and integrating models with their valuation systems to evaluate how Agency MBS portfolio and other fixed income security portfolios will perform under changes in interest rates etc. As a Senior Quantitative Analyst your main responsibilities will involve:
- Researching and modeling fixed income securities.
- Model validation and testing.
- Responsible for financial modeling, analysis and data collection, as well as the interpretation of market information, statistics, and pricing.
Qualification:
- At least 5 years of experience working on interest rate, market risk and other models
- Very strong econometrics knowledge (time-series, multi-variate statistics)
- Phd. In Maths, Economics, Physics or similar
- Experience with MBS data and prepayment modeling would be a definite plus
Locations: New York, London, Gurgaon, Hyderabad
Apply at career@vichara.com
Please Note :
caminobluff.com is the go-to platform for job seekers looking for the best job postings from around the web. With a focus on quality, the platform guarantees that all job postings are from reliable sources and are up-to-date. It also offers a variety of tools to help users find the perfect job for them, such as searching by location and filtering by industry. Furthermore, caminobluff.com provides helpful resources like resume tips and career advice to give job seekers an edge in their search. With its commitment to quality and user-friendliness, Site.com is the ideal place to find your next job.