RMBS Quant recruitment
Quantitative Analyst/Developer role at highly successful hedge fund in NYC. You will support the ABS Strategist and work with non agency RMBS products. You will play an integral part in the performance of the portfolio by continual interaction with the Chief Risk officer, research team, and the trading desk. Dynamic position with small team provides outstanding opportunity for career growth.
All applicants are required to have a Masters degree in Computer Science, Math, Physics, Statistics, Finance, or other quantitative field and strong technical skills. All potential applicants are required to have strong programming skills in C++, and experience using R and or S-plus. Ideal candidate will have 2-4 years of experience in Software Development and analytics (tool development) supporting MBS/ABS.
Responsibilities include: development and implementation of scripts to automate reports, implement and test reports used to measure portfolio risk, develop tools to analyze loan level data and identify trends in collateral performance.