Job
Description
Hyderabad, India Risk Management In-Office 10300 Job Description Job Purpose The selected candidate will join the IDA Quantitative Research team, where they may manage and train quantitative resources. They will also research, design, develop, and support a wide variety of quantitative models and methodologies for the valuation and risk measures calculation of fixed income securities. Responsibilities Independently manage, research, develop, maintain both valuation and risk models for fixed income securities, including their derivatives (e.g. swaps, caps, floors, forward rate agreements, options), with a focus on structured securities (CMO, ABS, CLO, etc.). Activate new fixed income securities in Java-based analytics systems. Lead quantitative efforts with the development team and the quality assurance team to ensure timely releases of Java-based products with enhanced capabilities and the highest quality. Provide training and management to other quantitative personnel as needed. Provide analytic support and consulting to both internal and external users on issues related to quantitative modeling and valuation of fixed income securities and their derivatives, with a focus on structured securities. Knowledge and Experience Advanced degree (Master's, PhD, or equivalent) in a quantitative field (e.g. mathematics, physics, engineering and finance). Advanced knowledge of mathematics, including stochastic processes, partial differential equations, probability theory, and numerical methods. Advanced training in statistical inference, time series analysis, machine learning and Monte Carlo simulation. At least 7 years of professional experience, with a proven record of managing and leading an analytics research team. Strong programming skills in Java, C/C++, Python and SQL. Highly motivated and eager to lead in the learning and growth of the team. Strong ability to communicate technical ideas and concepts to senior management and colleagues outside the domain on a regular basis
