Director - Quantitative Risk Analytics Director - Quantitative Risk Analytics …

Selby Jennings Investment Banking
in Jersey City, NJ, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 18 Okt 21
Negotiable
Selby Jennings Investment Banking
in Jersey City, NJ, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 18 Okt 21
Negotiable
Selby Jennings Investment Banking
A top financial institution is looking to hire a Director of Quantitative Analytics to join the Chief Risk Office and serve as an MBS Specialist in their Jersey City office.

A top financial institution is looking to hire a Director of Quantitative Analytics to join the Chief Risk Office and serve as an MBS Specialist in their Jersey City office.

The Director will cover mortgage product coverage for their Quant Risk Management team in a very senior-level role that sits close to the markets. The role will entail upgrading pre-existing models, building key business relationships, and developing and improving risk management methodology.

The firm is looking for someone with 10+ years of experience in Risk Management and 5+ years of experience covering MBS.

Responsibilities:

  • Leading mortgage prepayment models
  • Supervise vendor and internal risk model performance
  • Building a risk analytics platform by integrating external vendor models
  • Data mining and market analysis

Qualifications:

  • 10+ years of experience in Risk Management
  • 5+ years of experience in MBS modeling
  • Experience building a risk analytics platform
  • Master's degree in Finance, Mathematics, or Engineering
  • Strong coding skills in Python, C++, etc.
  • Familiarity with prepayment model, interest rate mode, and VaR model
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