Quantitative Analyst

  • competitive
  • New York, NY, USA
  • Permanent, Full time
  • Hudson Placement Group
  • 01 Feb 19

Investment fund specializing in mortgage backed securities trading has an opening for a quantitative analyst in its NYC office.

This successful investment fund leverages its deep and specialized knowledge in fixed income trading and structured products to pursue an agency MBS arbitrage strategy on behalf of a global investor base of institutional and high net worth clients.  They are looking for a highly motivated individual to join their exciting work environment.

The successful candidate will work closely with portfolio managers to develop prepayment models across all MBS products.  Responsibilities will include model design, calibration, implementation and documentation.

The ideal candidate will be someone who is interested in working with large datasets in finance and applying their quantitative background to develop predictive models.  These models will be used in our fast-paced trading environment.

This is an exciting opportunity to learn from some of the most successful veterans in the MBS arena.

Candidates must have a PhD in a quantitative area and 0 - 2 years experience in finance.