A top investment bank is actively seeking a Quantitative Researcher to join their team in New York. This hire will join a modeling team that is responsible for the development of prepayment, mortgage and interest rate models for the Trading desks. The ideal candidate will have a Master's degree or Ph.D. in a quantitative discipline, a strong foundation in math or physics and professional experience developing models in C++. This is an opportunity to join a broader securitized products Quant team under an established leadership group that encourages an environment of collaboration and growth.
Key Responsibilities:
- Development of mortgage prepayment and interest rate models for the Trading desks
- Handle large data sets to build data pipelines and form comprehensive data for modeling
- Work directly with mortgage Trading desk
- Collaboration with tech partners to ensure proper implementation of models and calculations
Ideal Candidate:
- Strong background in Computer Science and Statistics
- Proficiency in Python and C++
- 1+ year of experience in a front office Quant seat supporting a securitized products/interest rate trading desk
- Strong communication skills
- Advanced (MS or Ph.D.) degree preferred
