Job Description:
Job ID(ap171 ) |
Bulge Bracket firm located in Midtown is looking for an experienced MBS Prepayment Quantitative Modeler for their Mortgage Research group. This highly visible position will be responsible for building and maintaining models used to predict the behavior of various Mortgage Backed and Asset Backed Securities. These models provide the backbone for the groups research that is used by internal traders and distributed externally to clients. Requirements for this position include previous prepayment modeling experience, preferably analyzing ARMS, strong academic background in Math or Stats (PhD preferred), and excellent C++ programming skills. Strong oral and written communication skills are a big plus. Competitive compensation including base and high bonus potential will be offered.
Recruiter: Peter Arian
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