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Quantitative Analytics Senior (Hybrid - 3 Days in Office)
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- The team is responsible for developing models and conducting quantitative analysis to support valuation and hedging of mortgage products.
- Developing mortgage prepayment, default and severity models that assess market and credit risk of mortgage backed securities, and senior-sub structured products, as well as whole loans
- Doctorate degree (or Master's degree with equivalent work experience) in quantitative finance, statistics or a related quantitative field.
- MS in Economics, Quantitative Finance, Statistics or a directly related quantitative field with at least 3 years of related post-graduate work experience in mortgage valuation and statistical modeling
- Coursework or work experience applying predictive modeling techniques from finance, statistics, mathematics, data science, and computer programming to large data sets.
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