Quant Analyst | MBS Modeling & Analytics
A leading global financial markets organization is seeking a Senior Quantitative Analyst to join their NY based quant team focused on developing advanced modeling and analytics solutions for mortgage and structured products markets. This is an opportunity to work on and contribute to a sophisticated platform used by institutional investors, portfolio managers, traders, and risk professionals across the fixed income landscape.
Responsibilities
- Develop and enhance interest rate and term structure models used in the valuation of mortgage-backed securities.
- Design and implement analytics for risk management, return attribution, scenario analysis, and relative value assessment.
- Conduct quantitative research using large datasets and statistical modeling techniques.
- Create analytical tools and reporting frameworks to monitor model performance and market risk.
- Partner with quantitative researchers, engineers, and product teams to deliver new modeling and analytics capabilities.
- Contribute to research publications, thought leadership materials, and client-facing insights.
- Support the ongoing development of fixed income and structured products analytics platforms.
Requirements
- 4+ years of quantitative research, modeling, or analytics experience within fixed income, mortgages, or structured products.
- Strong background in interest rate modeling, term structure modeling, risk analytics, and performance attribution.
- Experience developing or maintaining valuation models used in fixed income markets.
- Strong quantitative, analytical, and problem-solving skills.
- Experience working with large datasets and statistical or regression-based analysis.
- Proficiency in Python or C++
- Masters or PhD in a quantitative discipline preferred.
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