We have an opportunity for one of the leading Captive Setup. POSITION TITLE: Director - Quantitative Analytics, Capital Markets JOB FUNCTIONS AND RESPONSIBILITIES: To perform this job successfully, an individual must be able to perform each essential duty satisfactorily. - Develop robust and comprehensive models using advanced statistics and algorithmic programming - Provide model validation and monitoring support across capital markets - Aggregate and analyze large data sets to be used in assumption and model validation - Develop streamlined model performance and tracking reports - Develop and maintain models related to the portfolio's prepayments, self-cure, re-defaults and customer complaints metrics - Support ongoing back-testing of existing models, as well as identify any strengths and weaknesses - Support the documentation of model methodology, inputs, and outputs for the purpose of audit and review - Support risk management through development and maintenance of statistical analyses that measure and model the behavior of mortgage assets - Leverage macro-economic fundamentals to explain behavior under changing economic conditions for the purpose of scenario analysis and stress testing - Analyze hedge activity, including interest rate risk inherent to financial instruments - Assist in evaluating and engineering hedge programs - Create enhanced analytics to facilitate the decision-making of multiple sale options (ex: securitization or whole loan) - Leverage third party models were necessary to measure asset behavior - Conduct strategic research and analysis for executive management by request - Conduct ad hoc research and reports for the valuation &amp; analytics teams - Measure the dynamics of the MSR portfolio to changing macro-economic conditions - Develop strategies to maintain data integrity and business workflow efficiency within Capital Markets and other departments. - Provide recommendations for continuous improvement of the department's reports, processes, policies and procedures. WORK TIME: 2-11 PM Shefali

Bangalore

Mumbai

Director - Quantitative Analysis - BFSI 

Director - Quantitative Analysis - BFSI  ,Job Description for Director - Quantitative Analysis - BFSI  in Kelly Services in  Bangalore Mumbai for (8-14) years of experience. Apply Now!

Job Description for Director - Quantitative Analysis - BFSI  in Kelly Services in  Bangalore Mumbai for (8-14) years of experience. Apply Now!