Prepayment Modeler — European RMBS
This major US bank in NYC has an opening in its MBS research group for a modeler who has experience with European RMBS. Of particular interest are candidates who have experience with RMBS in the UK, Spanish and Dutch markets.
Candidates must have at least four years experience with a major bank or hedge fund in the areas of prepayment and/or default modeling and at least two years experience with modeling European mortgages.
The position is at the VP or Director level and will afford the successful candidate the opportunity to join a team of analysts who have extensive experience in MBS modeling.
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