Upvote
Downvote
Quantitative Analyst
Share Job
- Suggest Revision
Full-time
- Quantitative Analyst Lead
- The group manages all quantitative modeling related to market and interest rate risk on the bank's mortgage products including consumer banking mortgage activities, trading activities and investment portfolio positions in mortgage products.
- Implement interest rate models, mortgage prepayment models, mortgage default models, derivative valuation models, hedging strategies, and horizon forecast models to support various mortgage business.
- Partner constructively in collaboration with business, model development, model validation, and IT
- Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
Active Job
Updated 5 days agoSimilar Job
Relevance
Active