Quantitative Analyst - New York, United States - RiverTowns Group
Description
MS or PhD in Mathematics, Physics, Engineering or other quantitative areas- Previous programming experience in C, C++ and R
- Strong interest in behavioral finance
Role
- Design, implementation, calibration, maintenance, and documentation of prepayment and credit models for MBS and other structured products
- Domain knowledge beyond data through industry relationships, conferences, and periodicals to help anticipate potential structural behavior changes
- Extraction of prepayment information from market pricing and leading indicators
- Dialogue with market participants such as portfolio and risk managers
- Flexible work environment
Pay:
$120, $150,000.00 per year
Experience level:
- 6 years
Schedule:
- 8 hour shift
Work Location:
In person
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