Lending Quant ( Financial Markets) Professional
- Luxoft
- 3 - 7 years
- Mumbai
- 4 days ago
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Job Description
Project descriptionYou will be part of a team of 6 FTE (called Fair Value team) that will be responsible, within the client Lending Tribe, for integrating Lending portfolios with clients dedicated Pricing architecture
Responsibilities- As a Quant, you will be responsible for:
- Analysis, design and implementation of pricing models
- model validation
Must have
- Expert in fair value valuation for lending portfolios (HTCS / HtC / HtS).
- Deep knowledge of discounted cash flow, curves, pricing and credit drivers.
- Functional owner of valuation logic and assumptions.
- Translates financial theory into clear, implementable calculation rules.
- Able to validate, reconcile and explain valuation outcomes endtoend.
- Leads impact analysis for model, portfolio, or policy changes.
- Supports SOx, audit and model validation discussions.
- Strong understanding of data inputs and calculation chains.
- Works closely with DS and engineers, providing functional direction.
- Drives knowledge transfer and continuity within the squad.
Nice to have
- Communication: Strong communication skills to collaborate effectively with cross-functional teams and stakeholders.
- Linux Knowledge: Working knowledge of Linux, with experience in Red Hat Enterprise Linux (RHAT 8) being particularly valuable.
Location - pune,mumbai,chennai,banagalore
Job Classification
Industry: LegalFunctional Area / Department: BFSI, Investments & TradingRole Category: Investment Banking, Private Equity & VCRole: Investment Banking AnalystEmployement Type: Full timeContact Details:
Company: LuxoftLocation(s): Mumbai+ View Contact
Keyskills: Linux valuation pricing models cash flow quant red hat communication skills
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