RMBS Desk Strategist
RMBS Desk Strategist
VP - RMBS Desk Strategist
Summary: A Tier 1 investment bank has a new initiative for a total greenfield build out on their mortgage Quant team for 2025. This bank stands out specifically for its strong relationships with some of the largest asset managers, sovereign wealth funds, and hedge funds globally. They are actively seeking an RMBS Desk Strategist who will directly interface with the desk and play a crucial role in the business's portfolio implementation and optimization. The team lead has been with the firm for over two years, bringing strong experience from top firms in the industry, a robust background in mortgages, and an impressive academic background. This is a unique opportunity to work closely with the Portfolio Managers and traders, gaining visibility and influence within the organization. The firm has an energetic and dynamic culture, fostering innovation and collaboration. This is a new and exciting role that will allow for many growth opportunities as you will work directly alongside the desk and will be a significant contributor to the business as a whole. In addition, the company provides a competitive benefits package as the success of their employees is crucial to them.
Key Responsibilities:
- Develop scripts and tools for systematic market and business analysis
- Support trading activities and reporting for portfolio managers and the trading desk
- Design and implement advanced analytical models and tools that enhance the team's ability to process and interpret large datasets
- Develop cashflow and securitization models: These models will be used to evaluate the performance and risk of mortgage-backed securities, optimize loan portfolios, and support the structuring and pricing of new securitization deals
Job Requirements:
- 3+ years of experience in either non-agency or agency residential mortgages
- Bachelor's, Master's, or Ph.D. in a quantitative or mathematical related field
- Experience with portfolio implementation/optimization
- Prior experience working close to the market (i.e. supporting PMs or traders)
- Strong Python skills, C++ is a plus
Preferred Skills:
- IntexCalc or IntexAPI experience
- Strong communication skills/be able to closely collaborate with PMs and traders
Apply now to become a key player in an innovative mortgage Quant team and make a significant impact within a top-tier investment bank! Apply directly through the link below.
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