Quantitative Analyst RMBS Modeling recruitment

Contract OR Full Time (Permanent) Position - New York City.

Seeking an experienced quantitative analyst to join the Mortgage and Asset-Backed Research Group, which is producing cutting edge predictive models for the leading and largest financial clients.

Must have experience be current in CREATING and CONCEIVING models from the wealth of data on hand. This is a visible role, encouraging research, writing publication of results in leading practitioner journals.

Successful candidate will have the following qualifications:

- Advanced quantitative degree in Computer Science, Physics, Math or Statistics.
- Strong experience in the development and implementation of RMBS credit models  -  regression / predictive  / default / loss / delinquency
- Good skills in C/C++ and SAS programming and/or other statistical packages
- Experience with Unix shell scripting and debugging.
- Strong verbal and written communication skills. 

For details and to apply, please email resume with contact details to michael@sg.com

http://www.linkedin.com/in/michaelmande