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Senior Quantitative Analyst


Source:
TIMESJOBS.COM
Location:
Secunderabad, Telangana
Date:
18-11-2016
Job Code:
58320990
Categories:
  • IT
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Job Details

Job DescriptionAs 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 involveResearching 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.QualificationAt least 5 years of experience working on interest rate, market risk and other modelsVery strong econometrics knowledge (time-series, multi-variate statistics)Phd. In Maths, Economics, Physics or similarExperience with MBS data and prepayment modeling would be a definite plus
Additional Degree: BE/ B.Tech (Engineering)

Experience: 5-8

Requirements

Application Programming | Database Administration (DBA) | Software Engineer
Applying for this job will take you to an external site

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