Base Salary - $175k - $250k + bonus + benefits
Our client is looking for 4 Sr. level prepayment/default modeler to join our fast-paced and challenging mortgage modeling effort supporting mortgage origination, trading and portfolio management, specifically for non-agency Mortgages.
The Mortgage Prepayment & Default Quantitative Modeler will be a part of the successful Wealth Management business.
Duties will include designing, fitting, implementing and detailed debugging of sophisticated econometric mortgage models in a team-oriented environment with significant growth opportunities.
Requirements:
- Master Degree in quantitative or Similar discipline
- Hands on with C++ or Java programming languages, Perl or Python scripting languages and Statistical Packages (R, Matlab)
- Minimum 10 years of experience, Financial Industry preferred
- Enterprise project experience working on cross-functional teams
- Strong knowledge of Microsoft Excel, Word, and PowerPoint required
- Strong Statistics & Stochastic calculus
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