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    Quantitative Analyst - New York, United States - Selby Jennings

    Selby Jennings
    Selby Jennings New York, United States

    1 week ago

    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++ & PythonSkills:Prepayment modeling from Scratch including : * Residential mortgagebacked 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 Discipline(s): Quantitative Research & TradingJob type: Permanent
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