A New York-based financial firm specializing in mortgage-backed securities and other asset-backed products is seeking Quantitative Modelers with strong statistical backgrounds and experience implementing mortgage prepayment models, mortgage default models, and derivative valuation models used to support a robust mortgage origination and mortgage investment portfolio.
Responsibilities
Requirements
Base Salary Range : $150,000 - $200,000. This represents the presently-anticipated low and high end of the Company’s base salary range for this position. The actual base salary range may vary based on various factors, including but not limited to location and experience.
Total Direct Compensation : This job is also eligible for discretionary bonus and incentive compensation on an annual basis that can increase total compensation 30%-50%.
Key Words: C++, Python, Credit, Modeling, RMBS, CLOs, CMBS, ABS
Please send resumes to Jim Geiger jeg@analyticrecruiting.com
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