Sr. Quant Analyst recruitment
The team is responsible for a collection of C++ analytics, supporting the use by IT groups in C++, Java, C#, VB and front office use via Excel. Additionally, this person will develop, test and document models for the business with particular focus on RMBS. Strong programming, mathematical skills are required.
Qualifications
5+ years capital markets industry experience including a minimum of 2-3+ years of fixed income securities, bonds, CMOs, CMBS, RMBS and associated analytics experience (OAS, OAD, WAL etc). A minimum of 2+ experience in C++ programming. Strong communications skills. Credit derivative knowledge (CDO, CDS, LCDS, CDX etc) or experience with prepayment models is a plus, but can be learned. Candidates should have a Masters degree (PhD Preferred) in Math, Computer Science or similar Engineering or hard science field. Must have demonstrated ability to clearly and effectively communicate with front office traders and business people as well as risk management and model validation quants.