Mortgage Quant Modeller - VP/Director level Mortgage Quant Modeller - VP/Director level …

Anson McCade
in Manhattan, NY, United States
Permanent, Full time
Be the first to apply
performance related bonus
Anson McCade
in Manhattan, NY, United States
Permanent, Full time
Be the first to apply
performance related bonus
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

NYC based

Responsibilities:

  • Building trading tools
  • Developing C++ analytical libraries
  • Building prepayment and default models
  • Developing mortgage pricing models
  • Collaborating closely with Traders, Structurers, and technology professionals

Qualifications:

  • 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
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