Mortgage Analytics Specialist

3 weeks ago


New York, New York, United States Underground Administration Full time
Key Responsibilities
As a Lead Quantitative Analyst at Underground Administration, you will be responsible for the following key responsibilities:

- Implementing interest rate models, mortgage prepayment models, mortgage default models, derivative valuation models, hedging strategies, and horizon forecast models to support various mortgage business.
- Developing and enhancing the firm's proprietary quantitative library in C++.
- Generating, testing, implementing, and deploying ideas to improve system performance or team productivity.
- Partnering constructively with business stakeholders to develop and implement new ideas that improve system performance and team productivity.

We are offering a competitive salary range of $264-276k and a comprehensive benefits package, including medical, dental, vision, and 401k matching. If you are a motivated and experienced quantitative analyst looking for a challenging and rewarding career opportunity, we encourage you to apply for this exciting role.

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