Global Banking & Markets - Asset Fin Structuring Strats - Associate - Bengaluru
Posted 17 days ago
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Join the Mortgage Structuring Sales Strats team within Global Markets to support structuring, pricing and risk management for asset-backed securities and mortgage trading. You will build and improve pricing, risk and workflow infrastructure, perform quantitative scenario analysis across mortgage products, and support business initiatives like capital optimization and regulatory changes. The role involves close collaboration with trading, sales and global colleagues across Bengaluru, NYC, HKG and LDN to drive desk performance and contribute to firm PnL.
- Compensation
- Not specified
- City
- Bengaluru
- Country
- India
Currency: Not specified
Full Job Description
Who We Are
Mortgage Structuring Sales Strats Team within Global Markets Division (GMD) is responsible for structuring and pricing of asset-backed securities for Mortgage global trading business. Our responsibilities include:
1. Understanding the components of structured portfolio trades including underlying asset performance, ratings agencies’ models and methodology, risk management, prevalent market and regulatory environment
2. Performing scenario analysis of desk’s PnL and RoE under various trade formats
3. Working together with the counterparts in trading, sales, banking and strategic investments divisions
4. Making a direct contribution to firm’s PnL through development of standard processes and improving desk’s ability to take on new business
Responsibilities
- Building and improving pricing, risk management and workflow infrastructure for Mortgage global trading business
- Systematic and quantitative analysis of risk, pricing, pnl metrics across all MTG products ranging from residential/commercial loans to securitized bonds to exotic derivatives.
- Analysis and infrastructure development for business initiatives such as capital optimization, regulatory changes, new trades etc.
- Candidate will actively collaborate with colleagues not only in Bengaluru but also with the strategies and trading team members in NYC, HKG and LDN
