Leading Investment Bank - ABS Quant - Sr Associate

  • Base plus bonus
  • New York, NY, USA
  • Permanent, Full time
  • Non-disclosed
  • 16 Oct 17 2017-10-16

This role will be part of the Structured Products modeling team and provide modeling and analytics support to the ABS desk.

Responsibilities include:

  • Build or test detailed cashflow models for ABS
  • Prepare model documentation for validation and regulatory review
  • Collect and analyze performance data to monitor the model performance
  • Participate in the development of structured assets model implementations
  • Contribute regular analytics productions for structured products holdings
  • Provide other modeling and analytic supports to portfolio and risk management teams

Postion Requirements:

  • Minimum three years of working experience in related areas
  • Degree in the areas of math, statistics, computer science or finance
  • Strong modeling skills and fixed income knowledge required
  • Familiar with statistical software, programming languages and Intex or CAS
  • Strong communication skills, both oral and written