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.
Keywords: MBS, Mortgage Backed Securities, Prepayment, Risk , Risk Modelling, Algorithmic Trading, Electronic Trading, C++, Quant
- 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.
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.
Contact Telephone Number: +1 310 807 5031
Linked In: http://www.linkedin.com/e/vgh/1615777
- 2 years ago - save job