Quantitative Analyst Quantitative Analyst …

Hudson Placement Group
in New York, NY, United States
Permanent, Full time
Last application, 23 Jul 19
300 - 400K
Hudson Placement Group
in New York, NY, United States
Permanent, Full time
Last application, 23 Jul 19
300 - 400K
Prestigious midtown NYC MBS hedge fund has two openings for modelers.

Located in midtown NYC, boutique MBS hedge fund has two openings for modelers:  one in agencies, one in non-agencies.

1)Agency Prepayment Modeler job description

   Work closely with portfolio managers to develop agency                 prepayment models across all MBS products

 Responsibilitie include model design, calibration,implementation, and documentation

Maintain and support existing suite of prepayment models

The ideal candidate will be someone with 2-5 years of experience in agency prepayment modeling working in a front office environment.

 

Non-Agency Modeler job description

Work closely with portfolio managers to develop voluntary and involuntary prepayment models for CRT and Non-agency MBS including Jumbo 2.0 and Legacy Prime/Subprime

Responsibilities include model design, calibration, implementation, documentation and model support

The ideal candidate will be someone with at least 5 years of experience in credit modeling working in a front office environment.

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