IR/Mortgage Quant

I am currently partnered up with a leading hedge fund in NYC.The role will focus on pricing, risk, model development, and analytics across rates and mortgage products.The ideal candidate has 5+ years of experience in all of the below: Support mortgage traders on valuation, risk analysis, model enhancements, and trade support, at an investment bank, or another buy-sideBuild pricing, risk, automation, and analytics tools in PythonWork across IR products, curve construction, volatility surfaces, and Monte Carlo modelsSupport Agency RMBS / CMO pricing and mortgage-rates interaction analysisStrong expertise in pricing and risk of interest rate productsStrong Python programming skillsExperience with IR curves, volatility surfaces, and simulation-based modelsMinimum Master's degree in Quantitative field, PhD preferred