A Successful Candidate:

·         Masters in Quant finance /engineering / statistics/ mathematics from a Quantitative background with minimum 6+ yrs of experience in Econometrics, Model Validation/ Model development from a finance industry.

·         Good understanding in modeling- valuation, risk, capital, forecasting, investment management with knowledge of knowledge of probability theory, statistics, mathematical finance, econometrics etc.

·         Hands in experince in Asset Backed/ Mortgage-Backed Securities and experience in building prepayment, default and delinquency models for mortgage (prime, subprime, option ARM) and home equity loans

·        Experience in building and applying statistical modeling techniques such as linear regression, logistic regression and other multivariate statistical techniques

·         Strong quantitative, analytical, and problem solving skills

·         Someone with Risk and control mindset with strong written and verbal communications and confidence to engage with senior stakeholders

·         Proactive, independent and focused individual with excellent communication and interpersonal skills. 

What is in store for you?

·         A meritocratic culture with great career progression.

·         Fast track career growth.

·         Work in a dynamic environment for an established research and analytics brand and their Fortune 500 clients.