Quantitative Analyst — MBS prepayment
This major investment fund in Florida is looking to hire a MBS prepayment modeler.
The responsibilities of this position are to:
1) Study prepayment behavior for agency collateral
2) Build predictive models using SAS to predict future mortgage prepayments
3) Develop quality C++ code to implement the predictive models
Candidates should have:
1) 2+ years professional experience writing high quality C++ code
2) 1 - 3 years experience modeling agency prepayments
3) Experience with statistical modeling software, preferably SAS
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