Job Title : Fixed Income Quant Research Analyst/Associate

Experience : 1 to 7 Years

Location : Mumbai

Roles & Responsibilities
Develop and maintain pricing and risk models for fixed income and financial products.
Build models for bonds, bond derivatives, repos, bond futures, options and related products.
Implement quantitative and financial models in C++.
Design and enhance robust, scalable and maintainable pricing libraries.
Work closely with Traders and Structurers to support recent products and trades.
Develop productive methodologies for calculating Greeks and risk measures.
Perform quantitative analysis using mathematical and numerical methods.
Use Python, VBA and Excel for prototyping, analysis and desk-facing tools.
Take end-to-end ownership of models, including development, documentation, testing and monitoring.
Monitor model performance and resolve pricing, risk and model-related issues.
Collaborate with Risk, IT, Model Validation, Internal Audit and other stakeholders.




Explain complex quantitative models and concepts to technical and business stakeholders.
Contribute to pricing systems development and technology enhancements.

Requisites
Degree in Computer Science, Mathematics, Statistics, Physics, Financial Engineering,

Electrical/Electronics Engineering or a related quantitative field.
Strong C++ programming and Object-Oriented Programming (OOP) skills.
Strong understanding of quantitative modelling and financial mathematics.
Knowledge of fixed income products, bonds and bond-related derivatives.
Understanding of derivatives pricing, risk modelling and Greeks.
Good knowledge of calculus, linear algebra, probability, stochastic processes and numerical methods.
Familiarity with Python for prototyping and analysis.
Familiarity with VBA/Excel is an added advantage.
Robust analytical, problem-solving and critical-thinking skills.
Excellent attention to detail.
Ability to develop clean, robust and maintainable pr

📌 Fixed Income Quant Research Analyst/associate Mumbai
🏢 Nomura
📍 Mumbai