• US Citizen

• Green Card

• EAD (OPT/CPT/GC/H4)

• H1B Work Permit

• Corp-Corp

• W2-Permanent

• W2-Contract

• Contract to Hire

• Consulting/Contract

• UG :- - Not Required

• PG :- - Not Required

• No of position :- ( 1 )

• Post :- 7th Nov 2025

This project aims to develop an ISG-produced Monthly NEIR projections model and distribute it internally to ISG/ATH. The primary objectives include:

Transitioning from a quarterly manual process to an automated monthly process.
Addressing data quality issues and implementing consistent routing checks/updates to golden sources.
Eliminating the reliance on Treasury and Business Management resources for the monthly generation of NEIR projections.
Reducing reputational risk through an enhanced data exception framework and intra-day consistency checks.
Qualifications:

Investment / Asset Management experience. Focused on risk, research & analytics for projection models

At the minimum, bachelor’s degree in sciences, math, engineering, or economics
MBA, Advanced degree in quantitative finance, and/or CFA preferred.
8-10 years of professional or academic experience with a focus on risk management and/or quantitative asset allocation; 3+ years of senior level experience.
Strong working knowledge of various inputs to the credit investment process, including but not exclusive to portfolio management, research, trading, and risk.
Experience across global/country/sector credit cycles including evaluation at a name and portfolio level including experience analyzing risk for portfolios of liquid investments.