Quants

About the role

As a member of the team, you will be responsible for analysis, conducting research, developing models across asset classes, to help our desk. The team assists in identifying and valuing bond-specific opportunities in the Securitization market. The Mumbai team also prepares reports/presentations on the various macroeconomic and regulatory themes that impact the market thereby providing an evolution of the desk’s views regarding the same.

What you'll do

• Development of quantitative MBS/ABS models
• Working as a fully integrated member of the global quant team, part of the front office
• Understanding and implementing the state-of-the-art pricing models in C++ code

What you need

• 0–2 yrs of experience
• C++
• Statistics
• Physics
• Wealth management
• Investment banking
• Risk management
• B.Tech or B.E. or M.Tech or M.Sc or PhD