Lending Quant (Financial Markets)
Project description
You 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
SKILLS
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 end‑to‑end. - 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.
