Director - Interest Rate / Mortgage Quantitative Analytics & Modeling : New York
In Current Vacancies, Quantitative Analysis JobsTop tier investment bank is currently recruiting for a team lead position on the interest rate and mortgage desk. This role is truly an exceptional opportunity for someone to step up and be part of and lead an expanding team of front office quants.
The role offers outstanding career growth and progression, inclusive of exceptional compensation rewards and guarantees.
The successful candidate will:
- Work with the traders and structurers on a daily basis on such aspects as hedging, modeling and analytics, risk analysis etc
- Get the opportunity to lead a team of interest rate and mortgage quantitative analysts currently at 4.
- Be responsible for the growth of the group, and gain the opportunity to implement the strategic and business plans for the team by hand picking the best junior and experienced candidates to join your group.
- Work on various products within the interest rates and various products in the mortgage markets.
- Be rewarded by an exceptional compensation package plus benefits.
The successful candidate may have the following profile:
- A number of years experience working as a quantitative analyst / modeler covering both interest rate and mortgage analytics
- Experience of RMBS, CMBS, Credit Derivatives and vanilla / exotic interest rates
- Expert level mathematics with exceptional stochastic calculus, Ito calculus, Brownian Motion and PDE’s
- Expert level C++ (preferable over SAS, Splus)
- An outstanding academic history with a PhD from a top school and in a highly quantitative course i.e. mathematics, physics, engineering
- Strong communication and leadership skills in order to work closely with the business heads.
The compensation on offer is exceptional and good people will be rewarded with above market rate packages.
www.selbyjennings.com
