Exciting opportunity for an experienced mortgage quant with strong modelling experience to join the dominant firm on the street in this space.
Mortgage Quant Modeller - VP/Director level
- Building trading tools
- Developing C++ analytical libraries
- Building prepayment and default models
- Developing mortgage pricing models
- Collaborating closely with Traders, Structurers, and technology professionals
- 5 years+ of experience in MBS modeling or analytics role, ideally a front office position
- C++, Python, Machine learning.
- Deep understanding of mathematical methods
- Familiarity with mortgage databases
- Experience in support of a trading desk
- Clear and concise written and verbal communication skills
- Ability to make business decisions