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 […]

May 20, 2012 • Tags: , • Posted in: Financial • Comments Off on Mortgage Modeling- Hedge Fund recruitment