Mortgage Prepayment Quantitative Analyst (VP)
Mortgage Prepayment Quantitative Analyst (VP)
- Develop, enhance, and optimize mortgage prepayment models for both agency and non-agency mortgage-backed securities (MBS).
- Support the trading desk with research-driven insights and strategies, providing actionable data and modeling solutions.
- Collaborate with a global front-office quant team to integrate research and model development into the broader trading strategy.
- Work with mortgage data, including analysis and estimation related to prepayment, default modeling, and associated risk metrics.
- 5-10 years of experience in developing mortgage prepayment models, with expertise in agency or non-agency MBS.
- Proven experience working in a front-office setting, ideally within a quantitative research or trading environment.
- Strong mathematical, analytical, and problem-solving skills, with the ability to translate complex models into actionable insights.
- Experience with mortgage data, analysis, and estimation related to prepayment and default modeling.
- Support experience for trading desks would be a significant plus.
- Strong communication skills, capable of effectively presenting complex models to both technical and non-technical stakeholders.
- 5-10 years of relevant experience in mortgage prepayment modeling, with a deep understanding of mortgage-backed securities (MBS) markets.
- Experience in front-office roles supporting trading desks or similar environments.
- Advanced proficiency in [programming languages or tools, e.g., Python, C++, R, etc.].
- [Relevant degree(s), e.g., PhD/MSc in Mathematics, Finance, Engineering, or related field]
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