Global Banking & Markets - Asset Fin Structuring Strats - Associate - Bengaluru

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