ARM Structurer- MBS Prepayment Modeler

  • Competitive
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 18 Jun 18 2018-06-18

A Major financial firm with offices in New York City is seeking a mortgage prepayment and/or default modeler to work on adjustable rate mortgage (ARM) prepayment models and other structured products.

Responsibilities:

  • Build and Improve pricing methodology for US Agency ARM markets
  • Build, maintain and improve prepayment cash flow models for ARM Bond Pools
  • Work with both internal colleagues and external clients on valuation and pricing issues for Agency ARM securities
  • Act as a subject matter expert for ARM pricing models for the firm

Requirements:

  • Must have 4+ years of experience working in a mortgage prepayment modeling capacity
  • Must have in depth knowledge of the ARM market, MBS prepayment models, fixed income analytics and valuation analysis
  • Must have proven experience working with large databases and analytical models
  • Must have superior communication skills to discuss complex valuation models to clients and Internal colleagues
  • Must have advanced Statistical and Data Modeling skills

Keywords: Adjustable Rate Mortgage Bonds, ARM Valuation, ARM Pools, MBS, Prepayment Modeler, Valuation Models, Financial Modeling, Model Development

Please refer to Job 23121 - and send MS Word attached resume to jeg@analyticrecruiting.com.