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 prominent global investment bank with a strong presence in international financial markets. They are known for their sophisticated approach to risk management and their commitment to delivering high-value financial solutions to a diverse client base. The firm fosters a collaborative, high-performance culture that encourages innovation and technical excellence.
About the role.
This role involves developing and validating quantitative models specifically for the securitized products market. You will work closely with trading and risk teams to analyze mortgage-level performance data and enhance existing prepayment and credit modeling frameworks. The position offers the opportunity to apply advanced statistical and machine learning techniques to complex financial instruments within a hybrid work environment.
What you will do.
- Develop and maintain quantitative models for securitized products, focusing on mortgage-backed securities.
- Perform rigorous model validation to ensure accuracy and compliance with internal risk standards.
- Analyze mortgage pool- and loan-level performance data to identify trends and inform model assumptions.
- Build and refine Agency MBS prepayment models and mortgage credit models.
- Collaborate with cross-functional teams to integrate quantitative insights into trading and risk management strategies.
- Utilize statistical modeling and machine learning techniques to improve predictive accuracy.
- Conduct time-series forecasting to support portfolio management decisions.
- Document model methodologies and validation results for internal and regulatory review.
What you bring.
- 3–12 years of experience in quantitative finance or a related analytical field.
- Strong expertise in quantitative modeling and statistical analysis.
- Proficiency in Python, R, and SQL for data manipulation and model development.
- Deep knowledge of the US mortgage market and securitized products.
- Experience with survival analysis and time-series forecasting techniques.
- Proven ability to work with mortgage pool- and loan-level performance data.
- Strong understanding of Agency MBS prepayment models and mortgage credit modeling.
- Excellent problem-solving skills and the ability to communicate complex quantitative concepts effectively.
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