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Assistant Manager, Capital Markets

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Location: Bangalore, KA, India
Job ID: 1000271

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Job Description

This position focuses on quantitative analysis as it relates to the company’s lending activity and mortgage servicing portfolio. The nature of the analytics varies, but includes risk profile/management, pricing/hedging, forecasting, return profiles, and performance analytics. This is not a process-oriented role, but a role that requires a degree of independent thinking to drive towards actionable business intelligence within broad data sets (i.e. anomalies, similarities, etc).

To perform this job successfully, an individual must be able to perform each essential duty satisfactorily.
• Support risk management through development and maintenance of statistical analyses that measure and model the behavior of mortgage assets
• Develop robust and comprehensive models using advanced statistics and algorithmic programming
• Provide model validation and monitoring support across capital markets
• Aggregate and analyze large data sets to be used in assumption and model validation
• Support ongoing back-testing of existing models, as well as identify any strengths and weaknesses
• Develop streamlined model performance and tracking reports
• Support the documentation of model methodology, inputs, and outputs for the purpose of audit and review
• Leverage macro-economic fundamentals to explain behavior under changing economic conditions for the purpose of scenario analysis and stress testing
• Analyze hedge activity, including interest rate risk inherent to financial instruments
• Assist in evaluating and engineering hedge programs
• Develop and maintain models related to the portfolio’s prepayments, self-cure, re-defaults and customer complaints metrics
• Create enhanced analytics to facilitate the decision-making of multiple sale options (ex: securitization or whole loan)
• Leverage third party models were necessary to measure asset behavior
• Conduct strategic research and analysis for executive management by request
• Conduct ad hoc research and reports for the valuation & analytics teams
• Measure the dynamics of the MSR portfolio to changing macro-economic conditions
• Develop strategies to maintain data integrity and business workflow efficiency within Capital Markets and other departments.
• Provide recommendations for continuous improvement of the department’s reports, processes, policies and procedures

To perform this job successfully, an individual must have the following education and/or experience:
• Bachelors’ Degree (Required) with exposure to subjects like Finance, Economics, Mathematics, Statistics, or Engineering (Preferred)
• Advanced statistics/mathematical background
• Strong problem-solving skills, including the ability to formulate solutions to non-routine problems
• Ability to interpret technical-level data with a functional-level understanding of risk analytics
• Detail-oriented and capable of working independently
• Exceptional time management skills

2-11 PM (Mid-day shift)

Bangalore/Mumbai (flexible)

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