C++ Quant Developer-Structured Credit MBS C++ Quant Developer-Structured Credit MBS …

Perennial Resources International
in Stamford, CT, United States
Permanent, Full time
Last application, 21 Feb 20
Competitive + Bonus
Perennial Resources International
in Stamford, CT, United States
Permanent, Full time
Last application, 21 Feb 20
Competitive + Bonus
Growing hedge fund needs experienced C++ Quant Developer with either structured credit or MBS background

As a part of collateral modeling group, build and validate credit structured product model such as Non-agency RMBS, CRT,Jumbo 2.0, Non-QM, RPL/NPL, CLO and etc.

Work closely with traders to support trading decision.

Research on the default/prepayment/severity data and write the model to the production code.

 

Qualification:

 

2-5 year experience working on structured products analytics

Strong data analytic skills (statistics, Machine Learning)

Strong programming skills (C++, Python, R)

Advanced degree in Math, Statistics, Engineering or similar.

Good communication skills.

Experience with non-agency RMBS modeling will be a definite plus

 

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