Quantitative Analyst II

Master's degree (or foreign equivalent) in Mathematical Finance, Mathematics or related field 2 years of experience with SQL and Python for in-depth analysis of large-scale datasets 2 years of experience with Intex and Bloomberg to price fix income products, including Loan and Asset-Backed securities 2 years of experience conducting quantitative analysis for financial asset and derivative pricing within the Fixed Income sector, applying advanced statistical and mathematical techniques 2 years of experience in financial risk management Strong understanding of Stochastic Calculus, Fixed Income, Derivative Pricing, Statistics and Machine Learning Strong understanding of financial markets

Develop and enhance capital structuring and quantitative finance models for pricing Build quantitative models to track portfolio risk metrics Analyze large-scale financial data for capital markets strategies Evaluate and analyze data to inform funding, product, and business decisions Structure Asset-Backed Security (ABS) transactions Forecast consumer loan performance Build quantitative models using advanced statistical and mathematical techniques Leverage programming languages like Python and SQL Utilize industry-standard tools including Intex and Bloomberg