Mortgage Quantitative C++ Modeler
Analytic Recruiting Inc. - New York, New York, us, 10261
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Make your application after reading the following skill and qualification requirements for this position. Analytic Recruiting Inc. provided pay range This range is provided by Analytic Recruiting Inc.. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range $175,000.00/yr - $250,000.00/yr Additional compensation types Annual Bonus Direct message the job poster from Analytic Recruiting Inc. Recruiter at Analytic Recruiting- Recruiting for quantitative roles in finance jeg@analyticrecruiting.com 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 Develop, enhance, and implement Prepayment and default models in the RMBS/ABS/Consumer Lending space. Develop loan origination and pricing models. Develop production quality ETL and data integrity processes to build and maintain credit models. Create visual tools for monitoring and adjusting model performance. Develop tools to run and analyze bid lists, dealer offerings, and new issue deals in the structured credit space. This is a hybrid modeling/development role. Requirements Advanced degree in Statistics/Data Science, Computer Science, Mathematics, or Financial Engineering from a top university Strong software engineering skills in C++ Coding, Java, Python Experience with Mortgage Vendor Software products: ADCo, Intex, Polypaths, QRM, Yieldbook, Bloomberg 4+ years of Statistical Quantitative Modeling experience in the mortgage space Experience with mortgage credit modeling (prepayments, defaults, severities) Experience with statistical models such as linear and non-linear regression, logistic regression, and generalized linear models. 4+ years of Industry exposure to fixed-income valuation and risk management. Exposure to structured credit (RMBS, CLOs, CMBS, ABS) Self-motivated, organized, and driven individual with excellent communication skills. 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 Seniority level
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