Urgent Contract hire – Quantitative Modeling
A boutique risk and analytics advisory firm is currently seeking a senior quantitative candidate for an immediate contract position. You will be working with a Mortgage Servicing specialist who have recently implemented a new library of pricing tools and risk models. The successful candidate will be responsible for supporting the firm with the research, design, development and enhancement of various types of models to include credit risk, prepayment, cash flow, pricing and pull-thru models.
Primary Responsibilities:
• Design and develop models to support business and financial needs
• Build prototype of MBS models for testing and benchmarking.
• Develop process and/or tools to track on-going model performance
• Document business and/or technical requirements as required
• May be required to perform and/or support back-testing requirements
• Support teams in model validation and documentation.
Qualifications:
• Advanced quantitative degree in Mathematics, Statistics, Financial Engineering or similar. CFA designation preferred
• 6+ years' experience modelling or validating, risk models and processes across a range of asset types
• Experience with reverse engineering structured transactions
• Strong SQL / SAS knowledge required
• Strong client-facing written and verbal communication skills
APPLY | risk.americas@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. Please ask for Kasey Churchill in our LA office (310 807 5025). Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 0203.141.8000
Westminster Tower | Office Hours: 8.00-20.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Markets
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