Senior Quant: Interest Rate Modeling & Risk Analytics

Bloomberg; New York (NY); On-site; USD 155,000 - 285,000; Full time

Benefits offered by this job

Generous benefits plan

401(k) match

Paid time off

Job summary

A leading financial services company in New York is seeking a Senior Quantitative Analyst to join their Structured Products team. This role involves working with large datasets, conducting regression analysis, and developing analytic tools for US mortgage-backed securities. The ideal candidate has over 4 years of experience in quantitative analysis, a relevant bachelor's degree, and is proficient in SAS. The position offers a competitive salary range of $155,000 - $285,000 annually with comprehensive benefits.

Qualifications

• 4+ years of professional experience building and maintaining term structure models used to value mortgage-backed securities.
• Strong quantitative skills with focus on term structure modeling and risk management.
• Ability to conduct regression analysis.

Responsibilities

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

Skills

Quantitative experience within the US Agency MBS Sector

Strong analytical and problem-solving skills

Experience with large datasets

SAS or equivalent proficiency

Excellent communication skills

Education

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

MS or PhD in Mathematics, Statistics, Economics, or other quantitative field

Tools

SAS

Excel

Job description

A leading financial services company in New York is seeking a Senior Quantitative Analyst to join their Structured Products team. This role involves working with large datasets, conducting regression analysis, and developing analytic tools for US mortgage-backed securities. The ideal candidate has over 4 years of experience in quantitative analysis, a relevant bachelor's degree, and is proficient in SAS. The position offers a competitive salary range of $155,000 - $285,000 annually with comprehensive benefits.