Job Description:
Job ID(18077) |
An investment bank with offices in New York is seeking an analytical software engineer/quant to model and implement mortgage valuation and interest-rate models on the trading desk. The ideal candidate will have 3 - 5 yrs of experience working in C++ and C# implementing prepayment, term-structure and/or default models to value CMO, MBS and ABS securities. An advanced degree in either Physics, Mathematics or Statistics is required. Candidates without mortgage product knowledge will be considered if they are exceptionally strong quantitatively and have other fixed-income experience – such as interest-rate derivatives - combined with a PhD. This position offers a base salary, competitive bonus and a comprehensive benefits package. Opportunity for career advancement.
Recruiter: Steve Schallop
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