Junior ABS Strat
Others develop automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading. A third group works directly with the firm’s sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs. Between these teams, Core Strats design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms.
The work involves developing a thorough understanding of the full range of investment products and strategies offered by the firm, an ability to capture the characteristics of those investments in mathematical models and the creation of infrastructure to make those analyses reusable and scalable across our businesses.
Job Summary Responsibilities:
- Development and calibration of models related to European residential mortgage securities
- Development of analytical tools, risk analytics and infrastructure to help the trading desk with flow business trading in asset backed securities
Basic Qualifications
- Strong academic background in a relevant field - Computer Science, Applied Mathematics, Physics, Engineering
- Strong programming background in C/C++ and Java
- Preferred Qualifications
- Experience in European RMBS, CMBS, other asset backed securities
- Experience in asset-level (loan pool) statistical data analysis
- Experience in pricing and risk managing derivative instruments
- A desire and willingness to immerse themselves in new fields and learn
- A willingness to roll their sleeves up and solve practical problems on the desk day to day
- Delivery focused, with keen attention to detail
- Team oriented with a collaborative approach
- Capable of dealing with the challenges of a dynamic business
For further information please contact John Meadowcroft on 020 7780 6700. Alternatively forward your CV to John.Meadowcroft@AnsonMcCade.com
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