Mortgage Modeling- Hedge Fund recruitment
Sr. Quant needed to join credit focused hedge fund in NYC. This is a sr. lead role working within a highly dynamic and profitable group of experienced ABS/MBS Strategists and Traders.
Only seeking candidates with a PhD degree, at least 7 years of MBS modeling experience, expertise working with non agency mortgages, experience analyzing and working with large sets of loan level data. Requires a strong technical background, and current hands on experience with SAS, R, or other statistical packages as well as solid experience with C++.
Key qualifications include:
- Experience developing loss severity and default models for non-agency mortgages.
- Excellent Math and Statistics background and current expertise in using R, SAS.
- Experience with ABS products and familiarity with risk modeling and stochastic analysis.
Good communication skills and ability to work in a fast paced environment.
This is not a PM role or a position for someone with agency mortgage experience. Seeking an expert modeler/ quant analyst with PhD degree and several years of Non-Agency default model work. Lucrative compensation package and relocation for well qualified candidate.