Agency RMBS Pricing (VP) recruitment
- Experience with assessing relative value for Agency securities by analyzing collateral market trends, prepayments, OAS, variability in bond cashflows, and comparisons with other markets (e.g. Non-Agency and Agency CMOs)
- “Reverse engineering” pricing inputs from trading observations/market color.
Requirements:
-At least 2 years experience in a trading support, buyside, research, risk management role or pricing role at a financial institution or vendor dealing with Agency RMBS.
- Experience utilizing or creating prepayment models.
- Experience using Intex cashflow models a plus.
-Degree in Finance, Math, Engineering, Economics, or Business preferred. CFA and/or MBA a plus but not required.
-Prior work experience in Agency Trading/Syndication, Research, Portfolio Management, Risk Management/Product Control, or Advisory/Third-party valuations.
August 14, 2012
• Tags: Agency RMBS Pricing (VP) recruitment, Capital Markets careers in the USA • Posted in: Financial