Quantitative Strategist, Mortgage-Backed Securities (MBS)
Tasks
- Analyze mortgage modeling and risk premia
- Build fixed income and mortgage analytics
- Collaborate with investors on model usage
- Conduct empirical research on security valuation
- Develop risk neutral valuation models
- Integrate analytics into investment workflows
- Partner with technology teams on production implementation
- Serve as subject matter expert on valuation
- Support portfolio construction with quantitative models
Perks/Benefits
- CFA reimbursement
- Commuter program
- Dental insurance
- Disability insurance
- Employee assistance program
- Flexible work schedule
- Health insurance
- Life insurance
- Paid time off
- Remote work option
- Retirement plan
- Tuition reimbursement
- Vision insurance
Skills/Tech-stack
Asset Pricing Theory | Asset pricing | C++ | Derivatives Valuation | Fixed Income | Fixed income modeling | Java | Mortgage modeling | Pricing theory | Prototyping | Python | Risk-neutral valuation | SQL | Statistical Analysis | Structured Products Modeling | Structured products
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Regions
Countries
States
Cities
Related jobs
-
Business Analytics | Data Analysis | Data Querying | Data Visualization | Data cleaning401k matching | Employee stock purchase plan | Health savings account | Healthcare FSA | Paid HolidaysSenior-level Full Time2911 Lake Vista Drive, TX, 500 … R1d ago
-
Data Governance | Data Modeling | Google Analytics | Google Analytics 4 | Looker StudioEmployee discounts | Flexible work options | Health coverage | Internal mobility opportunities | Leadership programsMid-level Full TimeWebster, MA, US R1d ago
-
Senior Business Intelligence Analyst USD 107K-150KA/B | A/B Testing | B testing | Causal Inference | Cohort AnalysisEmployee assistance program | Flexible hours | Flexible vacation policy | Fully remote setup | Long-term disabilitySenior-level Full TimeRemote (United States) R1d ago
-
Business Intelligence | Cost analysis | Dashboards | Data Analysis | Data DocumentationCompetitive benefits | Remote workMid-level Full TimeDes Moines, IA, United States R2d ago
-
Data Modeling | Excel | Financial Modeling | Healthcare Analytics | Microsoft 365401k match | Dental insurance | Dependent care FSA | Disability insurance | Health insuranceSenior-level Full TimeRemote, United States; Nashville, Tennessee, United … R2d ago
-
Contract modeling | Data Quality | Data Validation | Excel | Healthcare Analytics401k matching | Dental insurance | Dependent care FSA | Disability insurance | Healthcare FSASenior-level Full TimeRemote, United States; Nashville, Tennessee, United … R2d ago
-
Quantitative Analyst (Hybrid-Miami Lakes) USD 76K-119KASC 326 | ASC 326-20 | Backtesting | CECL | Credit RiskHybrid work | Performance-Based Incentives | Training programsMid-level Full TimeMiami Lakes, FL, United States R2d ago
-
Fair Lending & CRA Compliance Data Analyst USD 81K-105KAlteryx | Audit Support | CRA | Data Governance | Data Integrity401k plan | Health and welfare benefits | Paid time off | Work-Life ProgramMid-level Full TimeWESTERLY, RI, 02891, USA R2d ago
-
(Senior) Corporate Data Analyst USD 67K-101KBusiness Intelligence | Dashboards | Data Analysis | Data Modeling | Data Pipelines401k match | Education assistance program | Employee assistance program | Family leave options | Flexible time offSenior-level Full TimeRemote, United States R2d ago
-
Airflow | Excel | GCP | Power Automate | Power BI401k | Dental insurance | Disability insurance | Health insurance | Life insuranceSenior-level Full TimeRemote, PA, US, 99999 R2d ago
-
Senior Analyst, Product Analytics (Remote - US) USD 105K-130KA/B | A/B Testing | B testing | Excel | Experimental Design401k match | Employee stock purchase plan | Flexible spending account | Medical/Dental/Vision | Paid time offSenior-level Full TimeUnited States R2d ago
-
Embedded Intelligence Analyst USD 130K-130KCrisis management | Dark Web | Deep Web | Geopolitical risk | Investigations401k matching | Employee assistance program | Employee discount program | Holidays | Life and accident insuranceMid-level Full TimeSan Jose, CA, United States R2d ago
-
Senior Operations & Analytics Manager USD 85K-105KAI | Airtable | Alerting | Business Intelligence | Cause analysisAccrued sick time | Paid holiday | Remote-first culture | Worklife stipendSenior-level Full TimeUnited States - Remote R2d ago
-
Data Analysis | Data Validation | Data Visualization | Data collection | ExcelFlexible schedule | Remote workEntry-level Part TimePenn State University Park, United States R2d ago
-
Sr Analyst, Consumer Insights and Analytics Analyst USD 82K-129KConsumer insights | Data Analysis | Data Visualization | Depth interviews | Focus groupsHolidays | Hybrid work schedule | Lifestyle reimbursement | Mentorship programs | Online learning and developmentSenior-level Full TimeBoston, MA Headquarters - (NB), United … R2d ago
-
Insurance Data Analyst USD 88K-123KBigQuery | Excel | Microsoft Office | Power BI | Python401k matching | Dental insurance | Disability insurance | Flexible spending account | Health insuranceMid-level Full TimeUS WA Remote - Non Seattle, … R2d ago
-
Quantitative Risk USD 104K-180KCredit Valuation Adjustment | Credit valuation | Curve Building | Derivative pricing | Equity pricing401k match | Employee assistance program | Hybrid work | Insurance coverage | Paid time offMid-level Full TimeBOSTON, United States R2d ago
-
Mid-level Full TimeHybrid - Palo Alto R2d ago
-
Data Analyst, Marketing Inference USD 90K-110KAttribution | Cohort Analysis | Data Visualization | Experimentation | Incrementality401k matching | Dental insurance | Employee wellness | Free therapy | Hardware and software allowanceMid-level Full TimeSan Jose, CA R2d ago
-
Data Quality USD 60K-65KData Export | Data Import | Data Management | Data Quality | Data VisualizationFlexible work environment | Remote work option | Work from home supportMid-level Full TimeUnited States R2d ago
-
Senior Data Analyst USD 100K-129KData Modeling | Data Visualization | KPI Dashboards | Machine Learning | Operations Research401k with company match | Career advancement | Company events | Full medical, dental, and vision coverage | Fully remote workSenior-level Full TimeColumbia, MO (Headquarters) R3d ago
-
Data Analyst I USD 50K-70KAPI Testing | ETL | File path navigation | Linux | Microsoft Excel401k match | Dental insurance | Employee assistance program | Flexible spending account | Health insuranceMid-level Full TimeRemote - US R3d ago
-
Credit modeling | Data Mining | Data Quality | Data Visualization | Excel401k | Dental insurance | Life insurance | Medical insurance | Paid HolidaysSenior-level Full TimeMissouri Work at Home, United States R3d ago
-
BigQuery | Classification | Clustering | Ggplot | Machine LearningDental insurance | Disability insurance | EAP | Life insurance | Medical insuranceMid-level Full TimeSeattle WA, United States R3d ago
-
Associate Analytics Consultant - REMOTE USD 45K-102KAlteryx | Business Intelligence | Data Visualization | GitHub | Power BI401k savings plan | Disability insurance | Employee assistance program | Health and wellness benefits | Paid HolidaysMid-level Full TimeChicago Illinois HQ (300 E. Randolph … R3d ago