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
|
ADD TO JOB CART TO APPLY
EXIT