MBS Desk Quant (PhD) Fixed Income Asset Manager MBS Desk Quant (PhD) Fixed Income Asset Manager …

Analytic Recruiting Inc.
à Washington, DC, États-Unis
CDI, Plein-temps
Dernière candidature, 18 juil. 19
Competitive
Analytic Recruiting Inc.
à Washington, DC, États-Unis
CDI, Plein-temps
Dernière candidature, 18 juil. 19
Competitive
A Washington DC based fixed income investment manager is looking for an Agency and Non-Agency MBS Research Desk Quant (Ph.D.) to develop MBS research and to partner with portfolio managers on investment strategies and portfolio construction. The role supports and works closely with the securitized portfolio managers covering RMBS, CMBS, ABS and CMO’s.

RESPONSIBILITIES

  • Partner and collaborate with Fixed Income Portfolio Managers on MBS investment strategies
  • Provide quantitative analysis and insights on MBS portfolio construction
  • Analyze model performance to drive decision-making, especially prepayments
  • Develop and build analytics and metrics to support the management of the portfolio
  • Data formatting of internal and external sources into analytics-ready data
  • Build statistical models using large data sets
  • Partner with knowledge experts across the organization to form and test trade ideas

PREFERRED QUALIFICATIONS

  • Ph.D. in a quantitative discipline: Statistics, Mathematics/Applied Mathematics, Operations Research/Decision Sciences, Economics, Engineering
  • Must have current R, SQL, Python programming skills
  • Must have experience with Mortgage data, especially Agency CPR models
  • Experience with statistical model building, sampling, simulations, and optimization
  • Experience with advanced statistical/econometric/machine learning methods
  • Must have experience with Mortgage data, especially Agency CPR models
  • Ability to program in R, SQL, Python
  • Ability to meet project deadlines and manage multiple priorities
  • Strong oral and written communication skills with the ability to explain complex concepts in simple ways to both technical and non-technical audiences
  • Strong presentation skills and experience presenting to senior leadership
  • Desire to grow skills/abilities

Keywords: Analytics, Portfolio Construction, MBS Research, Pre-payment models, Quantitative Research, Agency MBS, Non-Agency MBS, RMBS, CMBS, ABS, CMO

Please refer to Job 23466 – and send MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com | For More Opportunities, please visit www.analyticrecruiting.com

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