NY Bank: MBS,Prepayment, CMO quantitative risk opportunity (CESR) recruitment
Responsibilities: • This team is under the limelight of the CRO and CEO at the moment and is responsible designing, testing, and maintaining models used for trading limits management. • Various functions such as the model design and testing requires candidates with excellent eye for detail and intensive theoretical work and implementation of models using various software. • The Modelling Analyst team is responsible for maintaining model review and validation and performing all benchmarking and back testing of the financial models to assess their effectiveness. • The team work Read more […]