ABS/RMBS Quantitative Strategist - Florida
A top specialized fixed income hedge fund is looking to add a strong securitized product quantitative strategist to their specialized research team. This seat will be responsible for building and improving critical statistical models across securitized products, with a focus on ABS and RMBS.
This is an excellent opportunity to take the next step in your career by working along an industry expert as part of a highly successful organization.
Responsibilities will include:
- Development and implementation of statistical pricing models for forecasting ABS, RMBS, and other securitized products.
- Research and analysis on performance of consumer financial products within ABS and RMBS.
- Development and implementation of efficient data management techniques via SQL.
- Research and analysis on existing loan pools.
Ideal candidates should possess:
- Excellent Python programming skills, SQL and C++ are also preferred
- 2-4 years of experience working in a research seat
- Bachelor's degree in a quantitative field
- Excellent communication skills and drive to work in a fast paced and competitive environment
If there is an interest, please click the APPLY NOW button below.
