RMBS MBS ABS Prepayment Modeler – New York
The ideal candidate will have 3-5 years of experience working in a mortgage prepayment or and/or default modeling capacity in regards to residential MBS or ABS collateral and securities. Candidates should be experienced in working with mortgage loan data and home-price data towards creating prepayment, delinquency, default, loss-severity and foreclosure timeline models using either SAS, S-Plus, SPSS for example. An advanced degree in Physics, Engineering, Mathematics or Statistics is a plus. Experience with either C or C++ programming is required. This role provides a competitive base salary, bonus and a comprehensive benefits package.
Please refer to Job #18857-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.