Agency RMBS Pricing (VP) recruitment
Experience with assessing relative value for Agency securities by analyzing collateral market trends, prepayments, OAS, variability in bond cashflows, and comparisons with other markets (e.g. Non-Agency and Agency CMOs)“Reverse engineering” pricing inputs from trading observations/market color.Requirements:-At least 2 years experience in a trading support, buyside, research, risk management role or pricing role at a financial institution or vendor dealing with Agency RMBS.- Experience utilizing or creating prepayment models.- Experience using Intex cashflow models a plus.-Degree in Finance, Read more […]
August 14, 2012
• Tags: Agency RMBS Pricing (VP) recruitment, Capital Markets careers in the USA • Posted in: Financial • Comments Off on Agency RMBS Pricing (VP) recruitment