Mortgage Quant Analyst | USA
Selby Jennings - Connecticut

This job posting is no longer available on Selby Jennings. Find similar jobs:Mortgage Quant Analyst USA jobs - Selby Jennings jobs

This leading firm is looking for an experienced quant analyst to join their hugely successful Model Validation team covering agency and non-agency mortgages at their head-offices. The successful individual will be offered monumental training in order to fast track them to Managerial positions (dependent upon candidate aspirations). The candidate will be covering all Mortgage products (ABS/MBS/CMBS/RMBS) and will be expected (given the opportunity to) create, develop and follow through new models, so if you are looking for a hands-on opportunity, this is the perfect role for you.

Responsibilities of the Mortgage Quant Analyst role:
-Candidate will be analysing and benchmarking current models, and be given the opportunity to build their own models, which will be largely used by the trading desk.
-Stress testing current models and identifying any potential risks that might affect the trading products.
-Managing all risk scenarios by planning solutions in advance.
-Supporting and assisting all senior traders, working closely with them on a day-to-day basis.
-Candidate will be working predominantly with Credit Mortgage products, and will be gaining valuable insight into the rest.

Requirements for the Mortgage Quant Analyst role:
-Extensive experience of Mortgage products, as this is a senior hire – candidates are expected to hit the ground running.
-Credible academic background required with AT LEAST a Masters in a Finance related degree, but those with a PhD are at an advantage.
-Previous experience in an investment bank is required.
-Strong programming skills in i.e. C++, VBA etc.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.

About this company
Selby Jennings exists to enable exceptional careers around the world; we connect exceptional talent, with exceptional opportunities. We...