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    Quantitative Analyst - New York, United States - Selby Jennings

    Selby Jennings background
    Description

    Summary:
    A Tier 1 US investment bank is seeking an experienced quantitative analysts and prepayment modelers.

    Our client, based in New York City, seeking an associate or vice president with expertise in non-agency RMBS, residential credit modeling from scratch using c++, python, and machine learning (3+ years of experience).


    Qualifications:

    • Master's degree or higher in mathematics/statistics/finance/etc.
    • 3+ years of experience working on agency/nonagency RMBS securities and developing prepayment models from scratch


    • Strong programming skills

    • C++ & Python

    Skills:

    Prepayment modeling from Scratch including :

    • Residential mortgage-backed security (RMBS)
    • Non-Agency Mortgage Backed Security
    • Expertise utilizing statistical models such as Monte Carlo simulations , linear regression.
    Machine Learning

    • Experience implementing Machine Learning techniques into their work


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