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. Other Languages English: C2 Proficient Seniority Regular