ARM Structurer- MBS Prepayment Modeler
- 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.
- 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
- 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 email@example.com.