Senior Analyst

3 weeks ago


New York, New York, United States Underground Administration Full time
About the Role:
We are seeking a Senior Analyst - Mathematical Finance to join our team at Underground Administration. This role will involve developing and implementing mathematical models to manage market and interest rate risk on mortgage products.

Responsibilities:
- Develop and implement interest rate models, mortgage prepayment models, mortgage default models, derivative valuation models, hedging strategies, and horizon forecast models to support various mortgage business
- Collaborate with cross-functional teams to implement software development cycles and agile technologies

Requirements:
- Master's degree or higher in a quantitative discipline (mathematics, statistics, engineering, physics, economics, or computer science)
- 2+ years of C++ experience

What We Offer:
We offer a competitive salary range of $120,000 - $180,000 per year, as well as a comprehensive benefits package including medical, dental, vision, variable bonuses, backup child care, tuition reimbursement, and more.
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