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VP MBS Model Validation Quant

Eingestellt von Huxley Associates aus Frankfurt am Main

Projektbeschreibung

VP - Model Validation for Prepayment and MBS Modeling- Top Investment Bank - NYC

You will use your prepayment modeling experience to develop and validate the models for trading and risk management. You must have strong SAS and C++ programming skills to also develop and implement the models for the mortgage desk. You will conduct analysis of the prepayment behaviors and relationships to determine relative value modeling for the mortgage desk. You will need to use your communication skills to interact with the traders and Risk Management. This person will be the sole Model Validation person for NYC, giving you the opportunity to be point person for all model validation inquiries for NYC, as well as be an important Model Validation specialist globally.

This is an opportunity to use your product knowledge and modeling skills to create new models and work with the traders and risk management.

Requirements:

- Masters degree in Statistics, Economics, or other quantitative field
- 5 + years related default modeling experience
- Strong communication skills
- Strong SAS and C++ programming skills
- Must have strong mathematical and programming backgroundTo find out more about Huxley Associates please visit www.huxley.com

Projektdetails

  • Vertragsart:

    Permanent

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    Sonstiges

Huxley Associates

  • Straße:

    Neue Mainzer Strasse 46-50

  • Ort:

    60311 Frankfurt am Main, Deutschland