Trouvez votre emploi idéal
Espace Recruteurs
Analytic Recruiting, Inc

Senior Quantitative Analyst – Mortgage Trading and Analytics

Analytic Recruiting Inc. New York, États-Unis
Mise en ligne il y a 3 mois Flexible CDI 230k - 500k
J
Mise en ligne par
Jim Geiger
Executive Recruiter
A US Commercial Bank with a major business in originating residential mortgages, secondary trading in mortgage securities, and managing a sizeable investment portfolio in mortgage-backed products is looking for experienced Quantitative Mortgage modelers to develop and enhance the bank's residential mortgage analytics and pricing models.

Responsibilities

  • Develop and enhance mortgage pre-payment, default, risk, and pricing models for RMBS, Mortgage-Backed investments, and the bank's MSR business
  • Build mortgage trading algorithms and mortgage pricing models
  • Work on a team that is migrating mortgage, MSR, and interest rate pricing and risk models from 3rd party vendor products to building state-of-the-art internal proprietary models
  • Provide insights into mortgage market behavior
  • Develop production quality ETL and data integrity processes to build and maintain pre-payment and pricing models
  • Create visual tools for monitoring and adjusting model performance
  • Develop tools to run and analyze bid lists, dealer offerings, and new issue deals for RMBS
  • This is a hybrid modeling/development role

Requirements

  • MS or Ph.D. degree in Statistics/Data Science, Computer Science, Mathematics, or Financial Engineering from a top university
  • Strong statistical development skills in Python/R/C++/C#/SQL
  • Experience working with 3rd party mortgage valuation, pre-payment, and default models and products (QRM, Yield Book, Polypaths, MIAC, Algorithmics)
  • Experience working with mortgage databases (1010/eMBS/,Loan Performance -Core Logic)
  • Experience with statistical models such as linear and non-linear regression, logistic regression, and generalized linear models.
  • 5+ years of Industry exposure to fixed income valuation and risk management. Exposure to structured credit (RMBS, CLOs, CMBS, ABS)
  • Self-motivated, organized, driven individual with excellent communication skills
  • Open, flexible personality that works well with a team
  • Knowledge of cloud computing technology a plus

Key Words: Mortgage Pricing, R, Python, Credit, Modeling, RMBS, CLOs, CMBS, ABS

Please send resumes to Jim Geiger jeg@analyticrecruiting.com
 

Référence  JEG-24575
À PROPOS DE CETTE ENTREPRISE
New York, United States
Technology
Since 1980 ANALYTIC has been a leader in staffing roles that require analytic talent. Our practice is nationwide and focuses on quantitative positions...
Plus d'offres de Analytic Recruiting Inc.
Analytic Recruiting Inc.
Fixed Income Developer C#, C++
Analytic Recruiting Inc.
New York, USA
il y a 19 jours Full time $175k - $225k
Analytic Recruiting Inc.
Quantitative Research Modeler-Risk and Performance Attribution Analysis
Analytic Recruiting Inc.
New York, USA
il y a 25 jours Full time $175k - $215k
Analytic Recruiting Inc.
Systematic Portfolio Manager - Global Macro
Analytic Recruiting Inc.
New York, USA
il y a 10 jours Full time $150k - $200k
Analytic Recruiting Inc.
Investment Accountant - Insurance
Analytic Recruiting Inc.
New York, USA
il y a 15 jours Full time $150k - $200k
Analytic Recruiting Inc.
Quantitative Risk Modeler - Model Risk Management
Analytic Recruiting Inc.
New York, USA
il y a 23 jours Full time $180k - $215k
Analytic Recruiting Inc.
Senior Quantitative Lead Risk Developer C++, C#
Analytic Recruiting Inc.
New York, USA
il y a 3 mois Full time $400k - $600k
Analytic Recruiting Inc.
Senior Quantitative Lead Developer - C++
Analytic Recruiting Inc.
New York, USA
il y a 4 mois Full time $400k - $600k
Analytic Recruiting Inc.
Trading Technology Assistant
Analytic Recruiting Inc.
New York, USA
il y a 20 jours Full time $75k - $150k
Analytic Recruiting Inc.
Business Analyst Middle Office Applications - Investment Manager
Analytic Recruiting Inc.
Chicago, USA
il y a 10 jours Full time Competitive
Analytic Recruiting Inc.
Java Developer
Analytic Recruiting Inc.
New York, USA
il y a 4 mois Full time $200k - $300k

Donnez un nouvel élan à votre carrière

Trouvez des milliers d'opportunités emploi en vous inscrivant sur eFinancialCareers dès aujourd'hui.
Offres recommandées
JK Barnes
Quantitative Researcher - Global Equities HFT
JK Barnes
New York, United States
Amber Group
Quant Researcher - US
Amber Group
New York, United States
JK Barnes
Quantitative Researcher
JK Barnes
New York, United States
JK Barnes
Quantitative Researcher
JK Barnes
New York, United States