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Lead Securities Quantitative Analytics Specialist
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- Location: Charlotte, NC, Hybrid 3 days a week onsite
- The Lead Securities Quant hired into this role will be responsible for developing pricing models for agency and non-agency mortgages.
- The team will support the RMBS Trading Desk, Investment Portfolio, and the Mortgage Servicing business.
- A successful candidate must have strong expertise in the development of mortgage pricing and risk models, be familiar with Residential Mortgage-Backed Securities (RMBS) valuation, OAS framework and risk analysis and the interaction between prepayments and these models.
- The ideal candidate will have at least 4 years of hands-on and recent experience in mortgage model development, including supporting a Wall Street trading desk.
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