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
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