Lead Securities Quantitative Specialist
110380-IND-BENGALURU-INTL BLR Twr-1&2 CARNATION, India
INR 2755K-2755K (estimate) Senior-level Full Time
Tasks
- Build derivative pricing models
- Build regression models
- Build state space models
- Build time series models
- Collaborate with risk finance and model governance stakeholders
- Conduct research on liquidity models
- Conduct research on risk models
- Conduct research on trading cost models
- Create empirical models for market behavior
- Design data pipelines for macroeconomic datasets
- Develop automated trading algorithms
- Develop econometric models for macroeconomic forecasting
- Develop portfolio construction methodology
- Document models methodologies and assumptions for regulatory review
- Enhance models with statistical and machine learning techniques
- Evaluate strengths and weaknesses of statistical models
- Generate economic scenarios for credit risk valuation and funding impacts
- Generate signals
- Lead securities quantitative analytics initiatives
- Prepare and present model validation updates to stakeholders
- Resolve complex business problems with quantitative techniques
- Validate model performance and identify model enhancements
Perks/Benefits
- N/A
Skills/Tech-stack
ARIMA | CCAR | CECL | Cost modeling | DFAST | Data Pipelines | Econometrics | Eviews | Liquidity modeling | Machine Learning | Macroeconomic forecasting | Model Governance | Model Validation | Portfolio construction | Python | R | Regression | Risk Modeling | Series analysis | Signal Generation | Stata | State Space Models | State-Space | Statistical Analysis | Statistical modeling | Time Series | Time Series Analysis | Trading cost modeling | VAR | Vector Autoregression
Education
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