Lead Mortgage Analytics Expert
7 days ago
We are seeking a Lead Quantitative Analyst to join our team in NYC. This role involves developing and implementing quantitative models for mortgage products, including interest rate models, mortgage prepayment models, and derivative valuation models.
Estimated Salary: $270,000 per year
Key Responsibilities- Design and implement quantitative models for mortgage products
- Develop and enhance the firm's proprietary quantitative library in C++
- Collaborate with cross-functional teams to improve system performance and team productivity
To be successful in this role, you should have:
- 5+ years of Quantitative Analytics experience
- Master's degree or higher in a quantitative discipline (mathematics, statistics, engineering, physics, economics, or computer science)
- Strong programming skills, including C++
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