Babson Capital Management is seeking a highly motivated individual with superior quantitative skills and extensive knowledge of mortgage-backed securities. This individual will work as a Mortgage-Backed Securities Trader/Analyst as a member of a mortgage sector team. The mortgage sector team provides trading, fundamental and relative value analysis, idea generation and strategy formulation for a broad range of constituent portfolios.
- Utilize proprietary quantitative tools to conduct fundamental and relative value analysis within various mortgage sectors.
- Generate trade ideas.
- Execute mortgage trades.
- Participate in the formulation of investment strategy.
The ideal candidate will have:
- Advanced degree in quantitative finance, financial engineering, physics or mathematics.
- In depth knowledge of and experience with mortgage-backed securities.
- Thorough understanding of quantitative valuation techniques including OAS analysis.
- Trading and analytical experience with all types of mortgage-backed securities, including derivative structures.
- Strong verbal and written communication skills.
- Ability to work well within a team environment.
Babson Capital Management - 2 years ago