Prepayment Modeler
This person will be part of a strong group that is responsible for designing, developing and testing new models and enhancing the firm's existing models. Candidates should have 2-5 years of financial experience with direct experience in prepayment modeling. Candidates should have experience with designing and implementing prepayement models/MBS pricing models. Furthermore candidates must have a strong knowledge in quantitative finance such as term structure models, volatility models, options pricing, Monte Carlo simulation, binomial and trinomial tree and finite difference methods. Must have a strong understanding of various financial products, market conventions and risk management. Candidates must have an exceptionally strong math background with experience in probability theory, stochastic processes, time series, etc. Experience with C++ preferred. Advanced Degree Required. Ph.D is a strong advantage. Previous Desk Quant experience is a plus.
For more information or immediate consideration please refer to Job#JCK1150 and submit resume in Word format to: Jason@comprehensiverecruiting.com
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