Quantitative Analyst, Sr

Quantitative Analyst, SeniorEssential Job Function:
This position is responsible for the design, construction, testing and implementation of analytical tools to support hedging and risk management activities.Responsibilities:

Developing and testing code to implement tools.

Problem solving and enhancement of existing models.

Interdepartmental coordination and collaboration on development projects.

Model validation/evaluation.

Data manipulation.Preferred Skills/Education:
Extensive experience with the following is highly desirable: (1) Strong C++/SQL programming (2) fixed income derivatives (3) mortgage prepayment modeling/models (4) risk management (5) mortgage backed securities (6) MBS (7) Monte Carlo (8) Quant.
3+ years recent related experience.
Graduate degree in Statistics, Science, Math or Economics is required, Ph.D. preferred. Very high level of analytical training--financial economics, statistics, mathematics, computer science.
The position requires strong programming skills in C++/C, SQL/relational database programming, GUI design and Microsoft Excel add-ins.
The ideal candidate should have an MS/PhD degree in a quantitative discipline, and have had experience working in a trading or research environment related to
Mortgage Backed Securities.
Strong math skills and familiarity with numerical simulation and optimization techniques are also highly desirable.

Please see Job Description