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MBS Prepayment and Default Modelers/Quantitative Analysts

New York, NY
JOB TITLE: MBS Prepayment and Default Modelers/Quantitative Analysts
 
LOCATION: Midtown Manhattan

TYPE: Permanent Salaried Position with this Fortune 500 Financial Firm
 
 
The Role:
·         Our client, a recognized leader and industry standard in the MBS and ABS markets, is seeking two experienced quantitative analysts to join the Mortgage and Asset-Backed Research Group, as they aggressively seek to expand their suite of predictive models.
·         Our client’s prepayment and default models drive the suite of mortgage analytics, providing accurate and consistent valuations for Agency and Non-agency MBS securities throughout the product.
·         One opportunity is in the area of Agency MBS prepayment modeling and the other is in the area of Non-agency MBS default modeling.
·         Responsibilities for the quantitative analysts include developing, maintaining and upgrading a suite of MBS prepayment and default models, analyzing relative value of MBS securities, as well as participating in writing topical MBS or ABS research articles.
·         The analysts will have opportunities to work directly with our developers, pricing analysts, and business managers, as well as communicate with clients and other firm's research teams on issues related to MBS prepayment, credit and valuation.
·         The team also encourages the publication of research results in leading practitioner journals.


Qualifications:
·         Advanced quantitative degree in Computer Science, Physics, Math or Statistics.
·         MBS Prepayment modeling position requires previous experience in the development and implementation of MBS prepayment models.
·         Default modeler position requires a minimum of one year experience in developing statistical models using SAS.
·         Solid skills in C/C++ and SAS programming.
·         Experience with Unix shell scripting and debugging.
·         Strong verbal and written communication skills.
 
 
If you are interested in pursuing this opportunity, Please respond back and include the following: 

> Full MS WORD Resume 
> Current and required compensation 
> contact information 
 
Upon receipt, one of our Managers will contact you to discuss the position in full.
 
Christopher Kaufman
​​​​​​​​​​​​​​Intermedia Group
​​​​​​​Chris@intermediagroup.com  
Corporate Web Site: www.intermediagroup.com
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