EVP/Director Mortgage Quant | NYC recruitment


This strong NYC tier one investment bank is looking to grow its outstanding modelling team by the beginning of 2012 and is now looking for one excellent candidate to join the team. This candidate should have a strong skill set both combining communication and programming skills and the ability to make an impact from day one. This team is a very successful and hardworking group of highly qualified individuals and the candidate who has the opportunity to join this team needs to be experienced in this space. This is a front office and the successful candidate will work on the trading desk delivering to all senior securitised products traders across North America.

Skill set required:

• Ideal candidate will currently be a Senior VP in a Top Mortgage Modelling Team. Any Managerial experience would be a benefit.

• Ability to mentor both stochastic and statistical focused modelling team.

• Exceptional knowledge of HPI modelling.

• The ability to develop state of the art statistical models to price agency and non agency mortgage products.

• A good understanding of MBS, ABS, RMBS and CMBS would be essential.

• A strong candidate would have exceptional modelling skills matched by outstanding programming ability in C++ and Splus and SAS – and the ability to lead project teams across the year.

• Previous experience with Alt-A, pass thru's and ARM would be advantageous.

• Candidate should have obtained a PhD from a top university in quantitative subject, ideally computer science or statistics.

This is an opportunity to join a top modelling team at a world-renowned global investment bank and the right candidate will be gaining unsurpassed product exposure and experience. This role is a key hire for this tier one institution and the successful candidate will be mentored by the best modellers in the industry and gain the skills to become experts in their field. If you feel that you have the ability and skill set to work in this team, then please apply in for this excellent opportunity to: quantexotic@selbyjennings.com

Key words: Quantitative; quant; front office; trade; investment bank; NYC; New York; USA; North America; modelling; pass throu; thru; ARM; securitised products; HPI; Alt-A; MBS; RMBS; CMBS; ABS; C++; Splus; SAS; stats; statistics; PhD;