Quant Analytics group at stable Investment Bank is currently hiring for a Quant Analyst to work on Mortgage Analytics.

My client's group is nimble & business focused and is hiring into a small team of 3. You will gain exposure to a variety of models including prepayment models, subprime models etc.

Requirements:

- 2-6 yrs experience of building mortgage pricing & risk models including prepayment, subprime, default

- Strong business knowledge of mortgage products including ABS, CMBS, RMBS etc

- C++

- Simulation methods, Monte Carlo

- Bond Mathematics

- MS/PhD in Applied Math/Physics or similar

This is a great opportunity for a candidate who wants to work in an environment where models are turned around & delivered quickly and where you work will quickly impact the business.

Send your resume to Kunjal Tanna at Huxley Associates immediately for consideration!

To apply: Send your resume to Kunjal Tanna in Word format to quants.usa@huxley.com. Quote ref KNTN12037920