Mortgage Modeling- Hedge Fund recruitment
Sr. Quant needed to join credit focused hedge fund in NYC. This is a sr. lead role working within a highly dynamic and profitable group of experienced ABS/MBS Strategists and Traders.Only seeking candidates with a PhD degree, at least 7 years of MBS modeling experience, expertise working with non agency mortgages, experience analyzing and working with large sets of loan level data. Requires a strong technical background, and current hands on experience with SAS, R, or other statistical packages as well as solid experience with C++. Key qualifications include: – Experience developing loss Read more […]