Mortgage Quant Strat
1 month ago
A growing multi-strat hedge fund in NYC is looking to bring on an experienced mortgage quantitative strategist onto their centralized Macro Strats team. The group focuses on the pricing and modeling as well as maintaining the analytical library for the firms fixed income instruments. This strategist will also be directly supporting an MBS focused Portfolio Manager on removing beta from strategies, alpha signal generation, and developing/implementing new strategies.
Job Description
- Develop pricing models and support the analytics library across mortgage products
- Build prepayment models for MBS models
- Collaborate with portfolio manager and other traders to research and develop new strategies
- Develop and implement macroeconomic models using time series modeling
- Conduct data analysis to provide up-to-date market trends
Skills
- Strong skillset in C++ and Python, time series analysis
- Experience building models across mortgage products
- Developing and integrating models into an analytics library
- Exposure to trading market neutral and relative value strategies
- MS/PhD in STEM field
- Good communication skills
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Mortgage Quant Strat
1 month ago
New York, New York, United States Selby Jennings Full timeA growing multi-strat hedge fund in NYC is looking to bring on an experienced mortgage quantitative strategist onto their centralized Macro Strats team. The group focuses on the pricing and modeling as well as maintaining the analytical library for the firms fixed income instruments. This strategist will also be directly supporting an MBS focused Portfolio...
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New York, New York, United States Selby Jennings Full timeWe are closely partnered with a growth stage Quant Equity Hedge Fund that are looking to hire a Head of Portfolio Construction.This ideal candidate will come from a Sr. QR background and will lead the research & development of the fund as it pertains to portfolio construction, optimization, and implementation as well as alpha combination and feature...
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New York, New York, United States Selby Jennings Full timeWe are working with a ~$3bn Multi-Strat Hedge Fund to fill a Quantitative Researcher role in their NYC office. This role will be working under a Senior Macro PM to implement existing systematic (intraday to weekly) strategies as part of a joint ventured desk covering Equity Futures and other event driven trades.Responsibilities:Researching, developing, and...
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