I am currently working with a Top Global Investment Bank in New York City that is actively looking for a Director-level Mortgage Desk Quant as to insert an additional level of seniority within the existing group to help lead their prepayment modeling effort and support the Mortgage trading desk.
They are looking for senior Desk Quant or Quantitative Modeler with a deep breath of experience across MBS and RMBS modeling that would be able to assist in leading the prepayment modeling effort by developing new models and calibrating and improving upon existing models for primarily RMBS products. This individual will also need to be very knowledge and proficient within Python programming as an individual contributor. If you want to be able to join as a senior modeling lead within a fast-growing and highly competitive Mortgage business, then this is the perfect opportunity for you
Key Responsibilities:
- Lead the development, calibration, improvement, and implementation mortgage and prepayment models across MBS and RMBS products within Python
- Work extensively alongside the Mortgage trading desk to provide daily support and develop trading and analytical tools to be used daily by the desk
Key Requirements:
- 5+ years of experience developing and implementing MBS and RMBS prepayment models and supporting an MBS trading desk
- Expertise in Python programming skills and utilizing statistical modeling techniques
- Degree in Mathematics, Computer Science, Engineering, or another quantitative field. Masters or PhD preferred
