Director - Asset Backed Finance - Quantitative Strat

We're Hiring! Director Asset Backed Finance (Quantitative Strat):

Mumbai | Leadership Role

The Role:

This is a senior leadership position within Global Quantitative Analytics, leading the Mumbai Asset Backed Finance team. You will develop and maintain advanced pricing and risk models for Securitized Products and execute live ABF deals.

Key Responsibilities:

- Lead the Mumbai ABF Quant team

- Structure, price, and execute live ABF deals with banks/originators/platforms

- Build pricing libraries & risk models in C++/Python

- Develop high-performance computing (HPC) solutions

- Partner with Portfolio Managers, Traders, and Risk teams globally

- Support 500+ Funds across Fixed Income & Securitized Products

Must-Have:

- 1014 years of relevant experience

- Deep expertise in ABS, MBS, RMBS, CMBS, CLO, CDO

- Proven experience in structuring the above products

- Advanced degree in Computer Science, Mathematics, or related quantitative field

- Strong C++ / Python programming skills

- Tier 1 institute background (preferred)

Why Join Us?:

A global leader in alternative asset management with $1.03 Trillion AUM. Lead a high-impact team, work on cutting-edge quantitative models, and shape the future of Asset Backed Finance.