MBS/ABS Quantitative Modeler

Return to: MBS/ABS Research; Prepayment & Default Modeling Specialty
Return to: Fixed Income Research, Sales & Trading Category
Return to: Major Job Categories

             
ADD TO JOB CART TO APPLY
Job Title:
MBS/ABS QUANTITATIVE MODELER
Job Description:
Job ID(jeg254 )
A NY based Financial Firm is looking for an experienced MBS Prepayment Quantitative Modeler for their Structured Finance Group. Responsibilities will involve research and modeling for Prepayment, Default, Option Adjusted Spread, Term Structure and Relative Value in support of MBS Research and Products. Applicants should have a quantitative graduate degree (PhD preferred) with 3+ years experience in developing quantitative models for MBS and/or Consumer Credit Classes with a major financial institution. Candidates will have experience developing Term Structure Modeling and Monte Carlo methods and S-Plus or SAS experience applied to large data sets is preferred.

Recruiter: Jim Geiger

Salary: $80,000-$150,000 Location: New York
ADD TO JOB CART TO APPLY
Job Categories: Fixed Income Research, Sales & Trading
EXIT BACK TO MAIN CATEGORIES PREVIOUS YOU HAVE NO JOBS IN CART.
***