Structured Products (RMBS) Quantitative Analyst
The successful candidate will join the market risk team and will provide pricing analysis of the firm's RMBS portfolio holdings. The Candidate must have 5-7 years of experience performing collateral level analysis and cash flow modeling of complex RMBS structures. Candidate should have a MS in a quantitative field and have experience using Trepp, Intex, Bloomberg and Access databases.
This role requires the candidate to be a valued member of the market risk team that provides valuation and credit risk measurement for the firm's extensive portfolio of structured securities and related derivatives that support the market risk model review and model validation teams.
Refer to Job#18678 and email an MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com.
Keyword: RMBS, Trepp, Valuation, Intex, Collateral Analysis, pricing estimation