Senior Quantitative Analyst
Our client, a premier financial services institution, is looking for a Senior Securities Quantitative Analytics Specialist. This position will be part of the Mortgage Model Development Center (MMDC). The MMDC centrally manages all quantitative modeling related to market and interest rate risk on the bank's mortgage products including consumer banking mortgage activities, trading activities and investment portfolio positions in mortgage products. In this role, you will:
Implement interest rate models, mortgage prepayment models, mortgage default models, derivative valuation models, hedging strategies, and horizon forecast models to support various mortgage business. Implement and enhance the firm's proprietary quantitative library in C++.Generate, test, implement, and deploy ideas to improve system performance or team productivity Improve the safety and reliability of the library. Work constructively in collaboration with business, model development, model validation, and IT. Required Qualifications, US:
4
years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following:
work experience, training, military experience, education.Programming Strong design, coding, testing and debugging skills. Experience in advanced and modern cpp features/techniques/libraries:
templates, c++1x, std, boost etc. Experience with large scale library development. Versed in software engineering principles. Experience with multi-threading and asynchronous event-driven programming. Experience in software development cycle and agile technologies. Proficiency in SQL and VBA. Intermediate ability in Java, C#, or Python. Business Knowledge of Derivatives valuation. Experience in Mortgage analytics. Experience in Vendor model, solution or platform - Polypaths, ADCo, Intex, QRM, Bloomberg, Yieldbook. Excellent verbal, written, and interpersonal communication skills. Math/Analysis General knowledge of applied math. General knowledge of statistical methods. Senior Quantitative Analyst Recommended Skills Agile Methodology Applied Mathematics C Sharp (Programming Language) C+
(Programming Language) Data Analysis Debugging Apply to this job. Think you're the perfect candidate? Apply on company site $('.external-apply-email-saved').on('click', function (event) window.ExternalApply = window.open('/interstitial?jobdid=j3p84b6mn8qc9jngy5y', 'ExternalApply-j3p84b6mn8qc9jngy5y'); ); $(document).ready( function() $(#ads-desktop-placeholder).html(
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n Estimated Salary: $20 to $28 per hour based on qualifications.
Implement interest rate models, mortgage prepayment models, mortgage default models, derivative valuation models, hedging strategies, and horizon forecast models to support various mortgage business. Implement and enhance the firm's proprietary quantitative library in C++.Generate, test, implement, and deploy ideas to improve system performance or team productivity Improve the safety and reliability of the library. Work constructively in collaboration with business, model development, model validation, and IT. Required Qualifications, US:
4
years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following:
work experience, training, military experience, education.Programming Strong design, coding, testing and debugging skills. Experience in advanced and modern cpp features/techniques/libraries:
templates, c++1x, std, boost etc. Experience with large scale library development. Versed in software engineering principles. Experience with multi-threading and asynchronous event-driven programming. Experience in software development cycle and agile technologies. Proficiency in SQL and VBA. Intermediate ability in Java, C#, or Python. Business Knowledge of Derivatives valuation. Experience in Mortgage analytics. Experience in Vendor model, solution or platform - Polypaths, ADCo, Intex, QRM, Bloomberg, Yieldbook. Excellent verbal, written, and interpersonal communication skills. Math/Analysis General knowledge of applied math. General knowledge of statistical methods. Senior Quantitative Analyst Recommended Skills Agile Methodology Applied Mathematics C Sharp (Programming Language) C+
(Programming Language) Data Analysis Debugging Apply to this job. Think you're the perfect candidate? Apply on company site $('.external-apply-email-saved').on('click', function (event) window.ExternalApply = window.open('/interstitial?jobdid=j3p84b6mn8qc9jngy5y', 'ExternalApply-j3p84b6mn8qc9jngy5y'); ); $(document).ready( function() $(#ads-desktop-placeholder).html(
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n Estimated Salary: $20 to $28 per hour based on qualifications.
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