Job Description:
Job ID(18857) |
A growing financial services firm with offices in New York City is seeking a mortgage prepayment and/or default modeler to work on residential prepayment models (RMBS). The ideal candidate will have 3-5 years of experience working in a mortgage prepayment or and/or default modeling capacity in regards to residential MBS or ABS collateral and securities. Candidates should be experienced in working with mortgage loan data and home-price data towards creating prepayment, delinquency, default, loss-severity and foreclosure timeline models using either SAS, S-Plus, SPSS for example. An advanced degree in Physics, Engineering, Mathematics or Statistics is a plus. Experience with either C or C++ programming is required. This role provides a competitive base salary, bonus and a comprehensive benefits package.
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.
Recruiter: Steve Schallop
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