Associate Quantitative Analyst (AQA)

Immediate Joiners Only (Max 90 Days)

Job Title : US SC Associate Quantitative Analyst

Req. Experience : 2 to 4 years

CTC : 3 LPA to 7 LPA

Hybrid model 2 days WFO and 3 days WFH

Job Responsibilities:

We are looking for solid individual contributors with good problem solving, analytical thinking in the Structured Finance (SF) domain (preferably in Collateralized Loan Obligations (CLO) backed securitization space). Proficient in Python, Data science stack (Jupyter, Pandas), Microsoft Excel, Visual Basic for Applications (VBA) and MSSQL. This role will provide unique opportunities for mastering the key aspects of our business including in-depth collateral and deal analysis. You will be part of the US Structured Credit Group.

  • Analyze the credit risk in structured credit by performing tasks that includes reviewing deal documents, legal documentation, analyzing periodic data and preparing / running cash flow models both in-house and external like Intex Calc.
  • Assist the rating analyst in preparing rating committee note, rationale and building and maintaining various databases relating to underlying collateral.
  • Collect, organize, and analyze data from internal and external sources for use in criteria development, ratings, and research reports. Also automate and improve data pipelines for the Research Platform.
  • Maintain regular and open communication with the operations team and technology team about assigned tasks, priorities and ensure applications under development meet the defined requirements and pass the user acceptance testing prior to its release.
  • Productionize and maintain Analytical Tools
  • Work with Credit Operations to ensure analytics governance compliance across Predictive Models, Cash Flow Engines, and Analytical Tools w.r.t. the SC business
  • Understand the domain and implement quick fix solutions to align the development activities with dynamic business needs.

Skills Required:

  • Academic background in mathematics, statistics, engineering or other quantitative discipline.
  • A master’s degree required, CFA or FRM preferred.
  • Proficient in Python, Data science stack (Jupyter, Pandas), Microsoft Excel, Visual Basic for Applications (VBA) and MSSQL.
  • Excellent writing, communication, and quantitative/analytical skills.
  • Creative thinker who is adept at taking an analytical approach to problem solving.
  • Experience with Intex / Cashflow Modelling platform is a plus.
  • Proficiency in other programming languages a plus
mumbai, MH, IN