VP/Director Mortgage Quant

VP/Director - Mortgage Quant Modeler

A leading global investment bank is hiring a Senior Quant to join its Structured Products team. This front-office role focuses on building prepayment models, pricing tools, and mortgage analytics to support trading across MBS portfolios.

Key Responsibilities:

• Develop models for securitized products using advanced coding and analytics
• Create prepayment models for both agency and non-agency mortgages
• Collaborate with front-office teams to help support the securitized asset portfolios
• Integrate the models with third-party systems

Job Requirements:
* 4+ years of experience in mortgage prepayment modeling (agency/non-agency MBS)
* Strong programming skills in C++ and Python
* PolyPaths, Intex (a plus)
* PhD or Masters in a quantitative field [statistics, mathematics, computer science, etc]

If you are interested please apply directly through the link below.