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An emerging Investment Bank located in New York is looking for a seasoned Front Office Quant to come on board to support their Quantitative Analyst Team within the Central Funding Group. You will be working directly with the trading desk and developing, implementing and maintaining new and existing fixed income pricing models. One of the main contributions of the role will be to build out and implement robust and scalable pricing models and tools that will leverage the teams existing infrastructure.
Candidates Must Possess:
PhD in Mathematics, Statistics, Operations Research, Physical Sciences
Previous or current front office experience as either a desk quant, or desk strat
At least 5-7 years' experience in mortgage / rates / credit modeling including rate modeling, volatility modeling, default / loss severity modeling and at least 3-5 years' experience with market risk including risk measurement, risk reporting, and P&L attribution
Hands-on experience working with agency and non-agency mortgage products
If you meet the above criteria and are interested in learning more, please apply directly.