MBS/Prepayment Quant – New York, USA
GQR | Global Quant Recruitment - New York, NY

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A leading financial firm is looking for a MBS / Prepayment Quant for their New York office

  • Hands on risk modeller – develop quantitative models used for forecasting prepayment performances
  • MBS – exclusively US Dollar Market (purely US Housing Market)
  • Academics: PhD strongly preferred, also open to strong Master’s.

  • Minimum 3+ years of experience
  • Experience working with MBS (Mortgage Backed Securities)
  • Background in C++ Programming
  • Ability to handle large data sets
  • Strong PhD or MSc
  • Ability to multi-task and handle multiple
  • Strong communication skills. Will be working with other teams.
Keywords: MBS, Mortgage Backed Securities, Prepayment, Risk , Risk Modelling, Algorithmic Trading, Electronic Trading, C++, Quant

Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies
We Welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books.
Applying: Quant-Jobs@globalquantrecruitment.com
Contact Telephone Number: +1 310 807 5031
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com