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 is an international recruitment solutions provider. The company places candidates in global financial institutions across the...