Overview
Senior Quantitative Analytics Specialist focused on developing, implementing, and enhancing quantitative models for Interest Rate (Rates) products.
What you'll do
- Create, implement, and document highly complex quantitative activities.
- Use advanced statistical theory to analyze and manage markets.
- Forecast losses and compute capital requirements for business initiatives.
- Provide expertise using theory and mathematics behind structured securities.
- Manage market, credit, and operational risks to forecast losses and compute capital requirements.
- Contribute to analytical strategy, modeling, and forecasting discussions.
- Collaborate with Trading, Risk Management, Technology, and Model Risk teams to deliver quantitative solutions.
What you'll need
- 4+ years of Quantitative Analytics experience.
- Bachelor’s degree or higher in a quantitative discipline (e.g., mathematics, statistics, engineering, physics, economics, or computer science).
- 4+ years of quantitative modeling experience in Fixed Income or Rates products.
- Strong understanding of Interest Rate Derivatives, Yield Curve Construction, and Stochastic Calculus.
- Strong programming skills in Python, C++, Java, or similar languages.
- Experience with numerical methods, Monte Carlo simulations, and optimization techniques.
- Strong understanding of fixed income analytics risk sensitivities such as DV01, Vega, and Convexity.
Details
- Location: Bengaluru, India.
Read the full description and apply on the company’s own careers page.
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