Quant Analyst | MBS Modeling & Analytics

Selby Jennings; New York (NY); On-site; USD 400,000 - 500,000; Full time

Job summary

Selby Jennings, a leading global financial markets organization, seeks a Senior Quantitative Analyst to join its New York-based quant team focused on mortgage and structured products analytics. The role involves developing advanced modeling and analytics for a platform used by institutional investors, traders, and risk professionals across fixed income.

The candidate will work on interest rate and term structure models, risk analytics, and performance attribution while collaborating with

Qualifications

• 4+ years of quantitative research, modeling, or analytics experience within fixed income, mortgages, or structured products.
• Strong background in interest rate modeling, term structure modeling, risk analytics, and performance attribution.
• Experience developing or maintaining valuation models used in fixed income markets.
• Strong quantitative, analytical, and problem-solving skills.
• Experience working with large datasets and statistical or regression-based analysis.
• Proficiency in Python or C++.

Responsibilities

• Develop and enhance interest rate and term structure models used in the valuation of mortgage-backed securities.
• Design and implement analytics for risk management, return attribution, scenario analysis, and relative value assessment.
• Conduct quantitative research using large datasets and statistical modeling techniques.
• Create analytical tools and reporting frameworks to monitor model performance and market risk.
• Partner with quantitative researchers, engineers, and product teams to deliver new modeling and analytics capabilities.
• Contribute to research publications, thought leadership materials, and client-facing insights.
• Support the ongoing development of fixed income and structured products analytics platforms.

Skills

Interest rate modeling

Fixed income analytics

Python or C++

Quantitative research

Job description

Salary: USD400000 - USD500000 per year

A leading global financial markets organization is seeking a Senior Quantitative Analyst to join their NY based quant team focused on developing advanced modeling and analytics solutions for mortgage and structured products markets. This is an opportunity to work on and contribute to a sophisticated platform used by institutional investors, portfolio managers, traders, and risk professionals across the fixed income landscape.

Responsibilities

• Develop and enhance interest rate and term structure models used in the valuation of mortgage-backed securities.
• Design and implement analytics for risk management, return attribution, scenario analysis, and relative value assessment.
• Conduct quantitative research using large datasets and statistical modeling techniques.
• Create analytical tools and reporting frameworks to monitor model performance and market risk.
• Partner with quantitative researchers, engineers, and product teams to deliver new modeling and analytics capabilities.
• Contribute to research publications, thought leadership materials, and client-facing insights.
• Support the ongoing development of fixed income and structured products analytics platforms.

Requirements

• 4+ years of quantitative research, modeling, or analytics experience within fixed income, mortgages, or structured products.
• Strong background in interest rate modeling, term structure modeling, risk analytics, and performance attribution.
• Experience developing or maintaining valuation models used in fixed income markets.
• Strong quantitative, analytical, and problem-solving skills.
• Experience working with large datasets and statistical or regression-based analysis.
• Proficiency in Python or C++