Senior Quantitative Strategist, Mortgage-Backed Securities

GIC Private Limited; New York (NY); Hybride; USD 170 000 - 270 000; Plein temps

Résumé du poste

GIC Private Limited (Structured Product Group) seeks an AVP/VP Quantitative Strategist in New York. You will support agency and non-agency securitized products with quantitative analysis, modelling, data workflows, and tools used for deal evaluation and portfolio monitoring.

Candidate will combine structured-products knowledge with strong coding ability and data-management skills to deliver investment-relevant insights across global teams.

Qualifications

• Bachelor's or master's degree in a quantitative field such as Mathematics, Statistics, Physics, Engineering, Computer Science, Financial Engineering, Economics, or related field.
• 4-8 years of relevant experience in quantitative/structured-products roles with mortgage prepayment modelling experience.
• Strong programming skills in Python with clean, reliable code.

Responsabilités

• Risk Analysis: understand risk drivers of structured products including cashflows, prepayments, collateral characteristics, duration and convexity.
• Prepayment Modelling: build, calibrate and validate prepayment models for Agency and Non-Agency products.
• Quantitative Techniques: apply statistical methods to support valuation, OAS analysis, stress testing and relative value assessment.
• Financial Modelling: develop Python-based models for cashflow analysis, portfolio monitoring, deal evaluation, and risk diagnostics.
• Collateral Analysis: analyze loan-level data, pool characteristics and delinquency trends.
• Data Management: work with large datasets from internal and external sources; build repeatable workflows and data-quality checks.
• Communication: explain model outputs and investment implications to portfolio managers and risk teams.
• Collaboration: work with investment, data and technology teams to improve analytics and workflow automation.

Connaissances

Python programming

Data handling

Mortgage/prepayment knowledge

Fixed income market knowledge

Communication skills

Formation

Bachelor's or Master's in quantitative field

Outils

Python

AWS

Databricks

Bloomberg

Intex

Yield Book

Description du poste

GIC Private Limited (Structured Product Group) seeks an AVP/VP Quantitative Strategist in New York. You will support agency and non-agency securitized products with quantitative analysis, modelling, data workflows, and tools used for deal evaluation and portfolio monitoring.

Candidate will combine structured-products knowledge with strong coding ability and data-management skills to deliver investment-relevant insights across global teams.