MBS Quantitative Analyst

You will use your quantitative skills and mortgage product knowledge to build and enhance the mortgage quant library. You will use your C++ experience to develop and build new agency derivative models that will be used by the business. Strong product knowledge and previous experience with prepayment and default mortgage modeling is essential. This is a chance to work directly with the desk and see the impact of your work and grow within the business.

This is an opportunity to gain exposure to a universal library and gain valuable experience with all structured products.

Requirements:

PhD in Finance, Economics, Mathematics or related field or combination of education and experience

3 - 7 years experience in relevant field

Mortgage product knowledge

Strong knowledge of C++ required

Strong communication skills

Please send your resume in Word doc format to Jackie Vinnedge with Huxley Associates for immediate consideration.

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To find out more about Huxley Associates please visit www.huxley.com