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Mortgage Prepayment Quant

Details

Country: USA
Location: NY NYC
Total applied: 6

Relevant Work Experience: 1+ to 2 Years
Career Level: Experienced (Non-Manager)
Education Level: Doctorate
Job Type: Employee
Job Status: Full Time

A top asset management firm in NYC has created a vacancy for a hands-on quantitative analyst, expert in the building of advanced mortgage pre-payment models. Ideally, you have between 3-5 years of software design experience in C++, Perl and Sybase, and be educated to Masters/PhD level in a quantititative discipline, (ie math/physics/finance/computational finance). This team is to construct and maintain a cutting edge C++ model library for internal and external clients. Preferably you have successful management experience, but excellent prepayment quants looking for more responsibility will be seriously considered. The successful candidate will move to the forefront of a highly-respected quantitative department in a top company, and will open doors to the business side, or into more high-profile quant/quant-dev roles. Please send a Word CV to Tina Kaul at

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