Quantitative Analyst — MBS Statistics
This very successful, dynamic MBS hedge fund has an opening for a statistician to support MBS research and trading.
The successful candidate will work with modelers and traders for long term projects and ad-hoc requests. Examples of possible provjects include the analysis of trade price histories to discover patterns that will aid the trading of the firm's portfolio.
This position will afford the successful candidate the opportunity to join a highly successful, growing fund and work directly with senior modelers and traders.
Candidates should have at least two year's experience with a major bank or hedge fund.
Ideally, candidates will have prior experience with MBS produccts. However, candidates with experience in other areas witll be considered.
The ideal candidate would have a PhD/MS in statistics and four years experience working in an MBS research group doing. He/she would have experience in machine learning and pattern recognition.
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