- 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
- Residential mortgage-backed security (RMBS)
- Non-Agency Mortgage Backed Security
- Expertise utilizing statistical models such as Monte Carlo simulations , linear regression.
- Experience implementing Machine Learning techniques into their work
-
Quantitative Analyst
6 days ago
Citi New York, United StatesWe are looking for a Quantitative Analyst to join the Markets Quantitative Analysis team in New York City. The team is primarily responsible for providing data analysis, developing quantitative models for projecting prepayment and default rates, and developing related analytics t ...
-
Quantitative Analyst
1 week ago
Citi New York, United StatesCitigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, New York location. · Wage Range: $175,000 to $175,000 · Job Family Group: Institutional Trading · Job Family: Quantitative Analysis · - **Job Family Group**: · **Job Family**: · - **Time Type**: · Full t ...
-
Quantitative Analyst
2 days ago
Prudential Newark, United StatesJob Classification: · Investment Management - Investments · At Prudential, we believe talent is key to achieving our vision. When you join Prudential, you'll unlock a motivating and impactful career - all while growing your skills and advancing your profession at one of the world ...
-
Quantitative Analyst
1 week ago
Citi New York, United StatesCitigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, New York location. · Wage Range: $200,000 to $250,000 · Job Family Group: Institutional Trading · Job Family: Quantitative Analyst · - **Job Family Group**: · **Job Family**: · - **Time Type**: · Full ti ...
-
Quantitative Analyst
8 hours ago
Global Atlantic Financial Group Opportunities New York, United States**COMPANY OVERVIEW** · Global Atlantic Financial Group is a leader in the U.S. life insurance and annuity industry, serving the needs of individuals and institutions. Global Atlantic is a wholly-owned subsidiary of KKR, a leading global investment firm that offers alternative ass ...
-
Quantitative Analyst
1 week ago
Standard Chartered New York, United States**Job**: Financial Markets · **Primary Location**: Europe & Americas-United States-New York · **Schedule**: Full-time · **Employee Status**: Permanent · **Posting Date**: 09/May/2024, 9:08:33 AM · **Unposting Date**: 16/May/2024, 5:59:00 PM · **Role Responsibilities** · Strategy ...
-
Quantitative Analyst
1 day ago
CBOE New York, United StatesThe North American Equities Execution Consulting team is part of the North American Equities business team, and uses data and analytics to spot market trends, influence client behavior, and provide input into business management and strategic planning to meet revenue and product ...
-
Quantitative Analyst
5 days ago
RiverTowns Group New York, United StatesMS 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 mod ...
-
Equity Quantitative Analyst
2 weeks ago
Barclays New York, United States**Equity Quantitative Analyst - Vice President** · **New York, NY** · Barclays Capital Inc. · **What will you be doing?** · Barclays Capital Inc. seeks Equity Quantitative Analyst - Vice President in New York, NY (multiple positions available): · - Research, implement, prototype ...
-
Avp, Quantitative Analyst
8 hours ago
Global Atlantic Financial Group Opportunities New York, United States**COMPANY OVERVIEW** · Global Atlantic Financial Group is a leader in the U.S. life insurance and annuity industry, serving the needs of individuals and institutions. Global Atlantic is a wholly-owned subsidiary of KKR, a leading global investment firm that offers alternative ass ...
-
Quantitative Finance Analyst
1 day ago
Bank of America New York, United StatesAt Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. Responsible Growth is how we run our company and how we deliver for our clients, teammates, communities and shareholders every day. · One of the keys t ...
-
Algorithmic Trading Quantitative Analyst
4 days ago
Citi New York, United StatesThe Algorithmic Trading Quant team is part of the Citi ICG Markets and is responsible for the research, design, implementation and maintenance of Equities Execution Algorithms and related Trading Products offered to Citi's institutional clients and internal trading desks. The tea ...
-
Citi New York, United States**NAM Quantitative Analysis, Summer Analyst** Program - New York** (North America - 202**5**)** · **You're** the brains behind our work.** · You're ready to bring your knowledge from the classroom to the boardroom, and Citi wants to help you get there. Whether it's honing your sk ...
-
Quantitative Analyst-fsrm-qas-banking
2 days ago
EY New York, United States**Quantitative Analyst, Financial Services Risk Management - Quantitative Advisory Services - Banking Book - Financial Services Office (Manager) (Multiple Positions), Ernst & Young U.S. LLP, New York, NY.** · Full time employment, Monday - Friday, 40-45 hours per week, 8:30 am - ...
-
Quantitative Analyst
1 week ago
RightClick New York, United StatesOur client is relied upon by investors globally to oversee their investments by striving for the perfect equilibrium between risk and return. Although they are recognized for their innovative work in systemic investing, they also possess expertise in fields involving fundamental ...
-
Quantitative Analyst
1 week ago
RightClick LLC Defunct New York, United StatesOur client is relied upon by investors globally to oversee their investments by striving for the perfect equilibrium between risk and return. Although they are recognized for their innovative work in systemic investing, they also possess expertise in fields involving fundamental ...
-
Quantitative Analyst
6 days ago
Citi New York, NY, United StatesWe are looking for a Quantitative Analyst to join the Markets Quantitative Analysis team in New York City. The team is primarily responsible for providing data analysis, developing quantitative models for projecting prepayment and default rates, and developing related analytics t ...
-
Quantitative Analyst
2 weeks ago
Selby Jennings New York, United StatesSummary: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, a ...
-
Quantitative Analyst
1 week ago
Standard Chartered, plc New York, United StatesStrategy Working with traders, structurers, and other modellers to execute product development plans in line with business priorities. Business Awareness of the economic, market and regulatory environment in which FM operates, especially as regards m Analyst, Quantitative, Mathem ...
-
Quantitative Analyst
1 week ago
Citigroup Inc New York, United StatesCitigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, New York location. · Duties: Develop analytical libraries used for pricing, market analysis and risk-management for Fixed Income Market business. Develop optimization tools for calculating optimal balan ...
Quantitative Analyst - New York, United States - Selby Jennings
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:
Skills:
Prepayment modeling from Scratch including :