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Systematic Mortgage Quant Researcher/PM

Anson McCade

Details

Posted:

February 4, 2020

Location:

Manhattan, New York

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Salary:

Open

Type:

Full Time

The role will focus on researching and implementing trading ideas:

Your core objective is to deliver high quality systematic strategies in production in the agency mortgage space.
Monitor continuous trading, strategy performance and all relevant risks.
Implement signals and relevant datasets within the global execution platform.
You would lead the full strategy trading cycle from risk calibration to trade executions.

Skill Set Required For Position:

Quantitative background - includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics
Programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python)
Strong communication skills and ability to work well with colleagues across multiple regions
Ability to work well under pressure
Experience with agency mortgage TBAs