This major asset manager that currently holds $8billion AUM is looking to expand in a number of areas and is looking to make a senior with extensive experience of non-agency mortgage modeling. Based primarily out of London this is a fantastic opporutnity to join one of the fastest growing asset managers in the market. The role will be autonomous and will work in small team where you will be given the responsibility to make the role your own. Furthermore this is an opportunity where they are looking to mould the role around the chosen candidate and there is flexibility in the entrepenurial structure to develop the role further into other areas. Therefore it is essential that you are experienced in adding value, can work independently and autonomously and have the ambition to develop your career quickly.
Their distinctive investment approach integrates fundamental company research, advanced quantitative methods, and exceptional market and product knowledge. Its investment strategies range from highly fundamental to nearly pure arbitrage. This firm has particular edge at the seams and intersections of a market that continues to be characterized by a high degree of artificial boundaries amongst instrument types and investment mandates.
The requirements for this role include:
1. Experience with modeling non-agency loans at the loan level including delinquency transitions, liquidations, severities, loan modifications, and servicer behavior 2. Experience manipulating large datasets such as Loan Performance and trustee/servicer data including data cleaning 3. Good knowledge of non-agency deal structures 4. Experience with Intex API and Desktop 5. Good knowledge of statistics and at least one statistical package such as R/Splus, SAS, Stata, etc. 6. Good knowledge of C++ 7. Experience with 1010 data platform a plus 8. Knowledge of risk-neutral modeling and stochastic analysis is desirable but not essential
If you wish to apply for this role please send your resume in word format to firstname.lastname@example.org
Category: Quantitative Analysis Jobs
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