Mortgage Independent Price Verification Analyst | Director Level | New York City recruitment
This internationally leading US Investment Bank is looking to open its doors to a talented IPV Analyst with strong knowledge with RMBS and MBS products.
The candidate will be joining the Global Valuation Group (GVG) who are responsible for providing independent verification as to the accuracy of the mark to market values for all structured products globally. The main groups are located in London, New York and Asia, and all three locations are expanding rapidly, and due to the strong links between locations, will be opportunities to re-locate/travel.
Responsibilities:
-Work on the monthly price testing and analysis of structured credit and mortgage products.
-The role will involve using existing proprietary pricing tools and independent market data sourced from either Brokers as well as data vendors like Reuters and Bloomberg.
-Supporting/building and maintaining relationships between the Trading Desks, Model Validation and Risk.
-Managing a team of 5, with the chance to double this number in the next 12-18 months.
Requirements:
- Strong academic credentials, ideally a Masters level degree or higher in a highly quantitative subject like Maths or Physics or Quantitative Finance or equivalent.
-Previous credit or mortgage experience in the areas of Price Verification, Quantitative Research, Market Risk Management or Trading.
-A good knowledge of Excel is crucial.
To apply for this position please contact us by submitting your CV in word format to quantexotic@selbyjennings.com or alternatively phone us on +44 207 019 4137
Keywords:
IPV, Verification; Valuation; RMBS;MBS; Credit; Structured Products; Mortgages; C++; Excel; New York; USA; Traders; Trading