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.
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