Senior Quantitative Analyst – Interest Rate Modeling & Risk Analytics

Bloomberg
New York, NY
Category Finance
Job Description
Senior Quantitative Analyst – Interest Rate Modeling & Risk Analytics job description. The role involves working with a talented team of quants to create high impact valuation, surveillance and risk management tools for both internal and external clients. The team develops models that forecast cash flows for various securities and produce valuation metrics used to determine relative value.

Requirements

  • Strong quantitative experience within the US Agency MBS Sector with a focus on term structure modeling, PnL tracking, and risk management
  • 4+ years of professional experience building and maintaining term structure models used to value mortgage-backed securities
  • Strong quantitative, analytical and problem solving skills
  • Experience working with large data sets and conducting regression analysis
  • Proficiency in SAS or equivalent, Excel, Linux/windows environments
  • Excellent verbal and written communication and interpersonal skills
  • BA/BS in Mathematics, Statistics, Economics, or other quantitative field
  • MS or PhD in Mathematics, Statistics, Economics, or other quantitative field
  • A passion for financial markets

Benefits

  • Comprehensive and generous benefits plan
  • Merit increases
  • Incentive compensation
  • Paid holidays
  • Paid time off
  • Medical, dental, vision, short and long term disability benefits
  • 401(k) + match
  • Life insurance
  • Wellness programs
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