Quantitative Analyst

1 month ago


New York, United States Selby Jennings Full time

Summary:
A Tier 1 US investment bank is seeking an experienced quantitative analysts and prepayment modelers. Our client, based in New York City, seeking an associate or vice president with expertise in non-agency RMBS, residential credit modeling from scratch using c++, python, and machine learning (3+ years of experience).

Qualifications:
- Master's degree or higher in mathematics/statistics/finance/etc.
- 3+ years of experience working on agency/non-agency RMBS securities and developing prepayment models from scratch
- Strong programming skills - C++ & Python

Skills:

Prepayment modeling from Scratch including :
* Residential mortgage-backed security (RMBS)
* Non-Agency Mortgage Backed Security
* Expertise utilizing statistical models such as Monte Carlo simulations , linear regression.

Machine Learning
* Experience implementing Machine Learning techniques into their work



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