Mortgage Pipeline / MSR Risk Quant

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Job Title:
MORTGAGE PIPELINE / MSR RISK QUANT
Job Description:
Job ID(18023)
A mortgage banking firm is looking for an experienced (Mortgage Servicing Rights) Quantitative Risk Manager to join their Mortgage Risk Analytics team. This group builds risk management tools (mortgage prepayment and term structure models) for sales and trading teams. Responsibilities include structuring assessment, measurement and management of interest risk for a large mortgage bank. The individual will manage a group of quantitative risk professionals and work directly with traders on managing risk. The candidate must have 5-7 years of experience hedging MSR and IR risk and strong programming skills,(C++, R, Perl, Linux, Unix, Windows.) PhD is strongly preferred.

Recruiter: Jim Geiger

Salary: Competitive Compensation Location: Chicago, IL
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Job Categories: Corporate/Structured Finance & Securitization, Fixed Income Research, Sales & Trading
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