MBS Structurer (Prepayment Modeler)

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 27 Nov 17 2017-11-27

A Major financial firm with offices in New York City is seeking a mortgage prepayment and/or default modeler to work on residential prepayment models (RMBS) and other structured products.

Responsibilities:

  • Build and Improve pricing methodology for US Agency MBS markets
  • Build, maintain and improve prepayment cash flow models for MBS Fixed-Rate Pools
  • Work with both internal colleagues and external clients on valuation and pricing issues for Agency MBS securities
  • Act as a subject matter expert for MBS pricing models for the firm

 

Requirements:

  • Must have 7-10 years of experience working in a mortgage prepayment modeling capacity
  • Must have in depth knowledge of the MBS market, prepayment models, fixed income analytics and valuation analysis
  • Must have proven experience working with large MBS databases and analytical models
  • Must have superior communication skills to discuss complex valuation models to clients and Internal colleagues
  • Must have advanced Excel and Data Modeling skills

 

 

Keywords: MBS Valuation, Fixed Rate Pools, Prepayment Modeler, Valuation Models, Financial Modeling, RMBS, Model Development

 

Refer to Job #22924– and e-mail MS Word attached resume to the attention of Jim Geiger, JEG@analyticrecruiting.com