VP/Director Mortgage Quant
VP/Director - Mortgage Quant Modeler
A leading global investment bank is seeking a Senior Quant to join its Securitized Products team at the VP or Director level. This front-office aligned role is ideal for a candidate with deep expertise in mortgage analytics and a passion for building sophisticated financial models. You'll be instrumental in developing tools and frameworks that support trading, risk management, and strategic decision-making across securitized assets.
This is a high-visibility opportunity to work directly with traders, risk professionals, and technologists in a fast-paced, collaborative environment.
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]
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