RMBS Agency Non-Agency Modeler Strategist
The ideal candidate will have 7 - 10 years of experience working in a mortgage prepayment, strategy and/or default modeling capacity in regards to both Agency and Non-Agency RMBS collateral and securities. Candidates should be experienced in working with mortgage loan data and home-price ( HPI ) data towards creating prepayment, delinquency, default, loss-severity and foreclosure timeline models using either SAS or S-Plus. An advanced degree in Physics, Mathematics or Statistics is required. This position offers the opportunity to be the head-trader’s senior cross-asset prepayment and default modeler with a competitive base salary, bonus and a comprehensive benefits package. Opportunity to grow with a mortgage trading business.
Please refer to Job #20017- EFC and send MS Word attached resume to steve@analyticrecruiting.com.
If you are a suitable candidate, you can expect:
- A follow-up call to further discuss the position, your interests and expertise.
- Your resume will be sent to our client(s) only after we obtain your approval.
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