Quantitative Developer – Structured Products

  • Commensurate
  • Austin, TX, USA
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 25 Aug 17

Financial Services Asset Management firm seeks a Quantitative Developer with strong experience in developing analytical systems specifically for Structured Products (CMBS and CLO/CDO). Will join a small team implementing prepayment and default models, cash flow models for pricing and scenario analysis. Will also help identify opportunities to use data to develop new strategies and improve business performance.

Position Requires a Quantitative or Engineering Graduate Degree.  A minimum of three plus years working with mortgage and fixed income data. Strong understanding of enterprise data design using SQL.  Strong programming skill with an OO programming language (C++, C#) and a statistical or quantitative language such as SAS or R.

 

Key words: CMBS, CDO/CLO, Quantitative Programming

Please refer to Job # 22830 and send attached resume (Word)to tim@analyticrecruiting.com

   

If you are a suitable candidate, you can expect:
- a follow-up call to further discuss the position, your interests and expertise.
- Your resume will be sent to our client(s) only after we obtain your approval.