Quantitative Analyst, Securitized Products.
This mandate is run by SYMPHONI HR, a Mumbai-based executive search firm, est. 2003. Applications are email-verified and reach the search team running the role — confidentially, always.
About the organisation.
Our client is a leading global financial services institution with a strong presence in investment banking. They are known for their innovative approach to financial markets and commitment to delivering exceptional value to clients worldwide. The firm fosters a collaborative and dynamic work environment, encouraging professional growth and continuous learning.
About the role.
This role involves developing and managing advanced quantitative models for securitized products within a dynamic banking and financial services environment. You will contribute to critical areas such as risk management, pricing, and portfolio optimization. The position offers an exciting opportunity to work on complex financial instruments and contribute to strategic initiatives.
What you will do.
- Develop and implement advanced quantitative models for securitized products, including MBS and other structured finance instruments
- Lead and manage the development of pricing and risk models across various asset classes
- Oversee model validation findings and drive redevelopment initiatives to enhance model accuracy and efficiency
- Design and implement securitization pipeline models, optimizing structuring and valuation through advanced quantitative techniques
- Automate benchmarking and back-testing reports using Python and Tableau, presenting findings to senior committees
- Perform stress testing, scenario analysis, and establish new thresholds and KRIs for mortgage portfolios
- Collaborate with cross-functional teams to integrate models into broader risk management and portfolio analysis frameworks
- Contribute to the development of asset allocation optimizers for balance sheet management
- Ensure models comply with regulatory standards and internal governance frameworks
What you bring.
- 3–12 years of experience in quantitative analysis within banking or financial services, with a focus on securitized products
- Strong expertise in developing and managing quantitative models for credit risk, market risk, and MBS
- Proficiency in programming languages such as Python (NumPy, Scikit-Learn) and C++
- Experience with financial modeling platforms like Polypaths, Black Knight, or Murex is highly desirable
- Demonstrated ability to lead or contribute to model development projects from conception to implementation
- Solid understanding of regulatory requirements (e.g., CECL, SR 11-7) and model validation processes
- Master's degree in Quantitative Finance, Financial Engineering, Mathematics, or a related quantitative field
- Excellent analytical, problem-solving, and communication skills
- Ability to work effectively in a hybrid work environment based in mumbai
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