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Location: Finance, India
Are you passionate about building quantitative models that drive balance sheet strategy and interest rate risk decisions? Do you enjoy solving complex analytical challenges and translating client behavior into actionable risk insights? Do you want your work to directly influence hedging strategies, profitability, and financial performance?
We are looking for a Quantitative Treasury Modeler to join our Group Treasury Modelling team. You'll:
•develop, maintain, and enhance residential mortgage prepayment, OAS, and pipeline pull-through models to support convexity risk management and hedging strategies
•build and maintain Commercial Real Estate (CRE) mortgage prepayment models and integrate them into valuation and interest rate risk platforms
•develop and enhance non-maturing deposit (NMD) replication, deposit rate (DRM), and volume or attrition models to support behavioral cash flow projections and NII risk management
•integrate model outputs into Economic Value (EV), Net Interest Income (NII), and Funds Transfer Pricing (FTP) frameworks
•build robust, well-tested Python and C++ libraries and partner with technology teams to deploy models into production risk and P&L platforms
•support model governance through documentation, testing, recalibration, validation, and collaboration with stakeholders across Trading, Risk, Finance, Model Validation, and Technology
Job data: Headcount Labs (headcountlabs.com), ODbL 1.0. The job description belongs to the employer. Location data © OpenStreetMap contributors and Overture Maps.
From live job posts on CoreHRx, updated 14 Nov 2026. Skill figures count posts that list their skills; salary figures only posts that show a salary.
The post does not state the pay. As an estimate, comparable posts on CoreHRx advertise ₹4.5L – ₹13L a year (typical for Accounting & Finance Jobs in India, 293 posts).
It is a full time job.
Interview preparation · 12 questions
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