Head of Mortgage Quants


New York
USD800000 - USD950000
PR/563468_1762355046
Head of Mortgage Quants

Our client is seeking a Head of Mortgage Quants to lead a global team of researchers and modelers. With approximately $30 billion in assets under management, the fund is looking for a seasoned leader to drive strategic growth initiatives for the team in the coming year. In this role, you will guide the development of data-driven strategies that support the firm's investment objectives. The ideal candidate combines proven leadership experience with a hands-on approach to programming and model development.

Responsibilities:

  • Mortgage Research, Analysis and Modeling: Lead research on mortgage trends, credit risk, prepayment, and severity modeling. Oversee and lead the development of robust models using advanced analytics and machine learning to support strategic decisions.
  • Leadership & Collaboration: Manage and mentor a high-performing team, fostering expertise in mortgage analytics. Communicate complex insights to stakeholders and translate data-driven findings into actionable business strategies.
  • Strategic Oversight & Innovation: Drive projects to timely completion, provide market and regulatory insights, and champion continuous improvement through innovative research methods and technologies.

Requirements:

  • 10+ years in a Mortgage quant position with demonstrated leadership experience
  • Expertise in developing and implementing mortgage models (prepayment, default, credit risk)
  • Strong programming experience in both C++ and Python
  • Master's or PhD in a Quantitative Discipline
  • Strong communication and problem solving skills

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