We are working with a Tier 1 Investment Bank in New York that is looking to expand their Structured Products Quant team. They are looking for someone to join their team with at least 1 year of experience in a Front Office Quant Group with Credit, MBS, RMBS, CMBS, and/or CLO knowledge.
Responsibilities:
- Develop, implement, and maintain prepayment and pricing models
- Develop and present business reports aimed to drive data decisions and provide analytical support to stakeholders
- Collaborate with other quant and risk teams globally
Qualifications:
- PhD or Masters Degree in a STEM field
- At least 1+ year of hands on professionally programming experience in C++ and/or Python
- Strong written and verbal communication skills
