Structured Products (RMBS) Quantitative Analyst
The successful candidate will join the market risk team and will provide pricing analysis of the firm’s RMBS portfolio holdings. The Candidate must have 5-7 years of experience performing collateral level analysis and cash flow modeling of complex RMBS structures. Candidate should have a MS in a quantitative field and have experience using Trepp, Intex, Bloomberg and Access databases.This role requires the candidate to be a valued member of the market risk team that provides valuation and credit risk measurement for the firm’s extensive portfolio of structured securities and related derivatives Read more […]
August 1, 2009
• Tags: Debt, Fixed Income jobs and careers in USA, Structured Products (RMBS) Quantitative Analyst • Posted in: Financial • Comments Off on Structured Products (RMBS) Quantitative Analyst