top quants and traders to assist in the creation and development of new models. If you have applied experience working within mortgage products and want to join a dynamic and growing team please apply.
Responsibilities of the Senior Mortgage Quant
- Building quantitative models involving analysis of large data sets for equities and various fixed income instruments as well as prepayment and default models for RMBS/MBS. - Managing all risk scenarios by planning solutions in advance. - Stress testing current models and identifying any potential risks that might affect the trading products. - Candidate will be working predominantly with Credit Mortgage products, and will be gaining valuable insight into the rest.
Requirements of Senior Mortgage Quant:
- Ph.D. in a technical discipline ie. Physics, Electrical Engineering, Financial Engineering, Computer Science etc. - 4+ years of experience with Mortgage products, preferably with RMBS (ABS/MBS/CMBS/RMBS) - Previous experience in an investment bank, hedgefund or asset management firm - Strong programming skills in C++, VBA, MATLAB, R, SQL a strong plus - Must have experience working with Intex Solutions or similar software
This is an urgent hire and all applicants will be considered in a timely manner.