Senior Quant Analyst: MBS Rate Modeling & Risk Analytics

Bloomberg; New York (NY); On-site; USD 100,000 - 140,000; Full time

Job summary

A leading financial data and technology company seeks an innovative quantitative research analyst to enhance valuation tools for US mortgage-backed securities. Ideal candidates will have over 4 years of experience in term structure modeling, strong analytical skills, and proficiency in SAS and Excel. This role involves collaboration with teams to develop analytical reports and models, making a significant impact in the financial markets.

Qualifications

• 4+ years of experience in term structure modeling and risk management within the US Agency MBS Sector.
• Experience with large datasets and conducting regression analysis.
• Excellent verbal and written communication skills.

Responsibilities

• Collaborate to enhance Bloomberg’s RFR market model for US mortgage-backed securities.
• Develop tools for return attribution and risk management.
• Create reports to track model performance and market risk.

Skills

Quantitative analysis

Regression analysis

Problem-solving

Data management

Communication skills

Education

BA/BS in Mathematics, Statistics, Economics or other quantitative field

Tools

SAS

Excel

Linux

Job description

A leading financial data and technology company seeks an innovative quantitative research analyst to enhance valuation tools for US mortgage-backed securities. Ideal candidates will have over 4 years of experience in term structure modeling, strong analytical skills, and proficiency in SAS and Excel. This role involves collaboration with teams to develop analytical reports and models, making a significant impact in the financial markets.