Senior Credit and Prepayment Modelling Manager

You will use your default and prepayment modeling experience to develop the models for trading and risk management. You must have strong SAS programming skills to also develop and implement the models for the mortgage desk. You will conduct analysis of the prepayment behaviors and relationships to determine relative value modeling for the mortgage desk. You will need to use your communication skills to interact with the traders and Risk Management. This is an opportunity to use your product knowledge and modeling skills to create new models and work with the traders and risk management.Requirements:- Masters Read more […]

November 8, 2011 • Tags: , , • Posted in: General • Comments Off on Senior Credit and Prepayment Modelling Manager