▷ Apply in 3 Minutes: Senior Quantitative Finance Analyst

Job Description

Company Profile:

NuQuants, a division of Zivanta Analytics, specializes in providing innovative financial analytical solutions and advisory services to US based financial institutions, mortgage bankers, hedge firms, and investment management firms. We are seeking a highly skilled and motivated Senior Quantitative Finance Analyst (Financial Engineer) to join our team in Kolkata, India

About the job:

We are seeking a highly motivatedSenior Quantitative Financial Analystto join our dynamic team. He/she will play a critical role in conducting quantitative analysis, modeling cash flows, assessing market risks, and supporting valuation processes. This position offers an exciting opportunity to work with innovative technology and contribute to strategic decision-making in the US banking sector.

Key Responsibilities:

1. Perform detailed analysis and modeling of mortgages, futures, options, and other asset classes using advanced quantitative techniques and industry-standard methodologies.
2. Develop and maintain cash flow models, incorporating prepayment speeds, interest rate scenarios, and other relevant factors.
3. Develop and maintain quantitative/analytic models or tools that estimate the changes in value of various capital market assets.
4. Utilize advanced programming skills, especially in Python, to implement systems and adhere to general software engineering principles.
5. Design and implement improvements to current reporting and/or database structures.
6. Conduct sensitivity analysis and scenario testing to evaluate the impact of market changes on valuations and risk exposures.
7. Interface directly with clients and the platform engineering team, automating processes for daily and historical calculations to construct powerful financial engines.
8. Work with financial data sets and applications such as FactSet, Reuters, Intex, Bloomberg, and Refinitiv
9. Prepare comprehensive reports and presentations summarizing valuation results, key assumptions, and risk assessments.
10. Stay current with industry trends, regulatory developments, and best practices related to valuation and risk management.

Minimum Qualifications:

1. Master s /Ph.D. in Computer Sciences or a quantitative field (Finance, Mathematics, Data Science, Statistics, Economics, or Engineering), CFA
2. Proficiency in Python/SQL programming, with a focus on financial data management.
3. Strong proficiency in quantitative analysis, financial modeling, and statistical techniques.
4. Strong interest in financial markets and the intersection of software and quantitative finance.
5. Experience with financial data sets and applications (FactSet, Reuters, Morningstar, Bloomberg, Axioma, Barra).

Preferred Qualifications:

1. Exposure to US banking sector.
2. Familiarity with mortgage-backed securities (MBS), mortgage prepayment dynamics, and interest rate derivatives.
3. Excellent communication skills with the ability to convey complex technical concepts clearly and effectively to both clients and internal teams.
4. Strong attention to detail, analytical mindset, and ability to thrive in a fast-paced, collaborative environment.
5. Flexibility to work with teammates across different time zones.
6. Excellent organizational and project management skills.
7. Self-motivation is essential, must have a strong desire to solve problems and be pro-active about finding solutions.
8. Drive to quickly gain expertise on a subject matter that might be new to you.
9. Zivanta currently works on a hybrid work schedule with 3 days working on site and 2.5 days working from home.
10. We prefer candidates based out of Kolkata, as this work will require you to operate out of our office premises.
11. 15 days of paid vacation