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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