Structured Products (MBS, ABS, CDO) – Valuation Quant – Risk Analyst
The successful candidate will review, verify, and validate existing risk and pricing models for theoretical soundness as well as provide analytic risk support and analysis of the firms extensive fixed income, derivatives and structured products [MBS,ABS, CDO's] holdings. The team supports the firms Asset Management group. Candidates must have 2-4 years of experience with valuation vendor products [Bloomberg, Intex, and Loan Performance]. Candidate must have an advanced degree (Masters preferred) in a quantitative field with solid advanced programming skills, broad knowledge of structured products and other fixed income products and good communications skills.
Please refer to Job 20099 -EFC and send MS Word attached resume to jeg@analyticrecruiting.com.
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