Top tier investment bank seeks EXPERIENCED quantitative modelers for Securitized Products Trading Desk team.
Top tier investment bank seeks EXPERIENCED quantitative modelers for Securitized Products Trading Desk team. Candidates MUST have a proven track-record of developing models that positively impact revenue-generating capabilities of traders. Responsibilities include creating models and strategies, creating pricing and marking models and tools for securities, conducting empirical research and working with large data sets in support of trading and risk decisions. Candidate should have an advanced degree in a hard science from a top university and possess strong C/C++ skills as well as proficiency with various statistical packages. Experience with mortgage related products is required with emphasis on residential credit modeling, advanced techniques in house price modeling and trading residential property derivatives. Strong communication skills required. Excellent compensation package. NYC location. For consideration please forward your resume in WORD format to Ian@comprehensiverecruiting.com and reference MLG592