• $150000 - $200000 per annum, Benefits: bonus
  • New York, NY, États-Unis
  • CDI, Plein-temps
  • Selby Jennings QRF
  • 22 déc. 17

Senior Mortgage Quant | Hedge Fund | NY

  • Lieu de travail : New York, NY, États-Unis
  • Salaire : $150000 - $200000 per annum, Benefits: bonus
  • Type de contrat : Plein-temps

Senior Mortgage Quant | Hedge Fund | New YorkNY based hedge fund with 2 billion in AUM is looking for an experienced quant analyst to join their team covering MBS. 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
-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.
-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/CMBS.

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 (ABS/CMBS/RMBS) 
-Previous experience in an investment bank, hedge fund or asset management firm
-Strong programming skills in C++, VBA, MATLAB, R, SQL a strong plus
-Must have experience working with Intex Solutions