Mortgage Quant Analytics


One of their strongest revenue generating groups is looking for a senior individual to help drive growth of the group and develop robust and advanced analytics.

The majority of this team is based in St Louis, MO. This opportunity provides the chosen candidate with the opportunity to work in a growing team, at a very secure bank, living in an area of very low living costs while still maintaing an excellent market salary and fantastic lifestyle.

Job Duties and Responsibilities:

-Assist in development, testing, and implementation of OAS valuation models for Mortgage Servicing Rights and Mortgage Backed Securities using Polypaths and C++.
-Assist in ongoing maintenance and research on models for risk management of mortgage and fixed-income products.
-Develop model performance metrics like statistical backtests or PL explanation analysis.
-Maintain and enhance historical data sets.
-Create daily or weekly Risk Reports.
-Maintain up-to-date model documentation.

Basic Qualifications:
-10+ years reporting and analytical experience or a minimum of a Masters degree in programs such as applied mathematics, statistics, engineering, physics, accounting, finance, economics or computer sciences with 5+ years related industry experience. CFA or CPA preferred.

Minimum Qualifications:
-
Master''s degree in quantitative finance or PhD in a quantitative discipline.
-5+ years of experience in the Financial Industry, Scientific Programming or Quantitative Research. A relevant PhD will count towards experience.
-Strong knowledge of C or C++, 1+ years of actual programming experience.
-Experience in R or other statistical software.
-Superb skills with Excel spreadsheets including the use of VBA macros.
-Knowledge of SQL and relational databases.
-Excellent/demonstrated analytical, verbal and written skills and strong attention to detail.
-Ability to thrive in a deadline-oriented environment with a demanding workload.

If you wish to apply for this exciting opportunity please hit the apply button or email us directly at apply.a33hoixk3u@selbyjennings.aptrack.co.uk, please include your resume in WORD format. Feel free to call our New York office directly on 2122097310 to discuss the opportunity in more depth with one of our senior consultants.

April 15, 2013 • Tags: , • Posted in: Financial

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