Securitized Products Quants

Job Title : Securitized Products Quants

Experience : 0 to 2 Years

Location : Mumbai

Roles & Responsibilities

Develop and enhance quantitative models for Mortgage-Backed Securities (MBS) and Asset-Backed Securities (ABS).

Support the design, implementation, and validation of pricing and risk models for securitized products.

Work closely with global quantitative research and front-office teams on model development initiatives.

Analyze financial products, market data, and structured finance instruments to support trading and investment decisions.

Implement quantitative models and algorithms using C++ and other programming tools.

Perform model testing, validation, and performance analysis to ensure model accuracy and robustness.

Research and apply advanced mathematical, statistical, and financial concepts to structured products.

Develop analytical tools and frameworks for valuation, risk measurement, and portfolio analysis.

Collaborate with traders, researchers, and technology teams to deliver scalable quantitative solutions.

Stay updated with developments in financial markets, structured products, and quantitative methodologies.

Requisites

Bachelor's or Master's degree in Quantitative Finance, Mathematics, Statistics, Computer Science, Engineering, Physics, or a related field.

Strong understanding of Fixed Income and Structured Finance products.

Knowledge of quantitative modeling, financial mathematics, and statistical analysis.

Proficiency in C++ programming and object-oriented programming concepts.

Understanding of pricing models, risk analytics, and financial market concepts.

Knowledge of probability, statistics, stochastic processes, and numerical methods.

Ability to work with large datasets and perform quantitative analysis.

Strong communication and collaboration skills.

Passion for quantitative research and financial markets.