Securitized Products Quant Specialist - Global Fund Management Firm

An Exciting opportunity to work with one of the Global Fund Management organizations - Buy side organization who is keen to hire a Quant specialist who comes with a strong understanding of securitized products and managed impact analysis of model outputs and analyzed scenarios for securitized products deals.

You have strong modelling experience.

You have worked for more than 3 years' experience into securitized product analysis.

Python programming language expertise.

Some of the key responsibilities will include:

- Analyzing model output to ensure analytics make sense and changes in analytics are consistent with shifts in rates and other macro inputs.

- Position modelling in Proprietary systems as well as vendor systems.

- Researching/troubleshooting outliers and/or nonsensical model output.

- Tracking down base case and stress scenario Intex assumptions and cashflows from PMs for new deals as well as private and/or other structured securities that aren't modeled in Intex.

- General maintenance of modeling processes and workflows.

- Helping with testing and impact analysis for new model versions and enhancements/updates to model workflows.

To be eligible for this role you will require:

- Good fixed income knowledge especially in structured, securitized products.

- Strong SQL knowledge with knowledge of python programming language.

- Bachelor's degree in engineering.