Financial Engineer – MBS/ABS recruitment
Job Description:
The candidate will become a member of the methodologies department which is responsible for developing and maintaining financial models for fixed income instruments. The Financial Engineer will specifically develop and implement analytics tools for MBS/ABS securities.
Qualifications:
Required Experience:
The position requires someone that is highly quantitative, with a strong statistics background (specifically in time series), strong attention to detail, and that can discuss MBS/ABS valuation with industry and academic leaders in the area.
- Phd in economics, mathematics, or physics
- Minimum 2 years experience
- Strong Background in C++ or C# skills for algorithmic development
- Strong experience with SQL and working with large data sets
- Ability to statistically validate work.
- Ability to stay on top of industry and academic research in MBS/ABS
Job Keywords: C++, sql, mbs, abs, time series, valuation, models
September 29, 2011
• Tags: ABS recruitment, Equities careers in the USA, Financial Engineer, MBS • Posted in: Financial