Senior Mortgage Quant | Hedge Fund | NY
this job appointment has expired
Location United States,
Remuneration $150000 - $250000 per annum, Benefits: bonus
Employment type perm
Updated 12th Jan 2018
Company Selby Jennings
Contact Ryan Mazza (NY)
Phone +1 646 759 4560
Email click here
Senior Mortgage Quant | Hedge Fund | New York
NY based hedge fund with 2 billion in AUM is looking for an experienced quant analyst to join their team covering MBS, RMBS, and several other structured products. This candidate will work alongside some of the industries 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.
- 6 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.