Jr. Quantitative RMBS Analyst - Commodities and Financial Markets (New York)

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Macquarie
  • 26 Sep 16

Jr. Quantitative RMBS Analyst - Commodities and Financial Markets (New York)


Commodities and Financial Markets (CFM) provides clients with risk and capital solutions across physical and financial markets.

CFM's diverse platform has evolved over more than 30 years and provides financing, financial hedging, physical execution and access to market pricing for clients exposed to commodities and financial markets. Markets covered include energy; metals, mining and agriculture; fixed income and currencies; credit; and futures.

CFM's global reach includes 24-hour market coverage with staff located in more than 20 offices across the Americas, Europe and the Middle East, Asia and Australia.

The Alternative Credit Strategies (ACS) team within MCFM engages in whole loan investment, financing, securitization and venture capital activities. Due to growth, we are looking for a Junior Quantitative RMBS Analyst to join the ACS team to support research and trading.

Duties/Responsibilities

  • Collateral analysis and pricing of NPL whole loan data pools in preparation for bidding process.
  • Assist the RMBS trader in monitoring the performance of existing positions and managing the hedging positions.
  • Interface with IT to enhance current RMBS data analytics and modeling capabilities.
  • Analyze consumer unsecured loan levels from a variety of originators.
  • Work with senior quantitative analysts to improve our database reporting, analytics and modeling capabilities to support the consumer financing and investing businesses.

Skills & Experience Required
  • 1-3 years of relevant experience in trading or investment banking
  • Quantitative background with a degree in Economics, Finance, Math or Engineering
  • Excellent oral and written communication skills
  • Proficiency in PowerPoint, Excel, Word
  • Experience in mortgages, consumer loans, and ABS preferred
  • Experience with VBA, SQL, Python and/or Matlab/R/S+ a plus

All qualified applicants will receive consideration for employment and will not be discriminated against on the basis of race, colour, religion, sex, sexual orientation, national origin, age, disability, protected veteran status, genetic information, marital status, gender identity or any other impermissible criterion or circumstance. Macquarie also takes affirmative action in support of its policy to hire and advance in employment individuals who are minorities, women, protected veterans, and individuals with disabilities.

Find out more about Macquarie at www.macquarie.com/about

Advertised: 09 Sep 2016 Eastern Standard Time
Applications close: