MBS/Prepayment Quant - New York, USA


Company:: GQR Global Markets
Location:: New York City, NY
Job Type:: Full Time
Category:: Hedge Funds


Posted:: 2/5/2013

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Job Description

A leading financial firm is looking for a MBS / Prepayment Quant for their New York office

• Hands on risk modeller - develop quantitative models used for forecasting prepayment performances

• MBS - exclusively US Dollar Market (purely US Housing Market)

• Academics: PhD strongly preferred, also open to strong Master's.

Requirements

• Minimum 3+ years of experience

• Experience working with MBS (Mortgage Backed Securities)

• Background in C++ Programming

• Ability to handle large data sets

• Strong PhD or MSc

• Ability to multi-task and handle multiple

• Strong communication skills. Will be working with other teams.

Keywords: MBS, Mortgage Backed Securities, Prepayment, Risk , Risk Modelling, Algorithmic Trading, Electronic Trading, C++, Quant

Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies

We Welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books.

Applying: Quant-Jobs@globalquantrecruitment.com

Contact Telephone Number: +1 310 807 5031

Linked In: http://www.linkedin.com/e/vgh/1615777

Website: www.G-Q-R.com

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