08 Aug
|
V12 Consulting
|
Hyderabad
08 Aug
V12 Consulting
Hyderabad
As a part of the Fixed Income Products Technology team, build and integrate custom prepay, default and other models for Risk Management and Risk Reporting supporting the Credit Risk and Front Office teams. The group focuses on building and integrating models with their valuation systems to evaluate how Agency MBS portfolio and other fixed income security portfolios will perform under changes in interest rates etc. As a Senior Quantitative Analyst your main responsibilities will involve:
- Researching and modelling fixed income securities.
- Model validation and testing.
- Responsible for financial modelling, analysis and data collection, as well as the interpretation of market information, statistics, and pricing.
- At least 5 years of experience working on interest rate, market risk and other models
- Very strong econometrics knowledge (time-series, multi-variate statistics)
- Phd. In Maths, Economics, Physics or similar
- Experience with MBS data and prepayment modelling would be a definite plus
Locations:New York, London, Gurgaon, Hyderabad
As a part of the Client Services team build custom applications for Risk Management and Risk Reporting supporting the Credit Risk and Front Office teams. As a Senior Java Developer your main responsibilities will involve:
- Designing and implementing new functionalities in Java, Spring, Oracle Coherence, Web Services, PL/SQL
- Writing server-side code to implement business logic
- Optimise existing and write recent stored procedures.
- A Java developer with at least 4 year of experience in Java and Spring
- Strong SQL Skills
- Financial Service background especially Risk will be a huge plus.
Locations: NY, London, Poland, Pune, Bangalore, Hyderabad
Disclaimer : This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.
📌 Senior Quantitative Analyst (Hyderabad)
🏢 V12 Consulting
📍 Hyderabad