MBS/Interest Rates Modeling Quant MBS/Interest Rates Modeling Quant …

Selby Jennings QRF
à Manhattan, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 09 juil. 20
Negotiable
Selby Jennings QRF
à Manhattan, NY, États-Unis
CDI, Plein-temps
Dernière candidature, 09 juil. 20
Negotiable
Selby Jennings QRF
We are currently working with a Multi-Billion Dollar Hedge fund that has recently spun out an launched an analytics platform. This is a greenfield platform and they are looking for someone who is able to come in and wear multiple hats within the business.

Given this, they are looking to hire an experienced Quantitative Modeler with expertise in Mathematics and programming in either C++ or Python. They would also want someone who has extensive knowledge of Mortgages and Interest Rates.

This person would be one of the first few hires within the team so it is imperative you are looking to join a collaborative team with and have an entrepreneurial spirit.

Responsibilities:

  • Develop and design MBS and IR models, products and libraries
  • Assist in the build out of their new FI analytics platform
  • Work alongside senior management to interview prospective hires for the continued expansion of the group

Requirements:

  • 5-10 years of Front Office Mortgage and/or Interest Rates Quant teams
  • 3+ years of hands on professional programming experience in C++ and/or Python
  • Strong written and verbal communication skills
  • Strong desire to work in a growing, fast paced, collaborative team

Nice to Have:

  • Prior or current vendor experience (i.e Bloomberg, Numerix, Beacon Platform, Yield Book etc.)
  • Experience analyzing large datasets and utilizing tools such as 1010data, Intex, EMBS is a plus
  • Experience in SQL
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