My client is a well known quant analytics group and is hiring for a quant with experience of building MBS/ABS models to start this year. You will work ina small team and will be exposed to a variety of mortgage related models and traders. This role will suit a candidate who is looking for a new job immediately and wants to work in an exciting quant team where you will work on the trading desk and will have a great deal of input on the models that are developed & implemented.

Requirements:

- 2yrs+ knowledge of Mortgage (MBS/ABS) pricing models
- Excellent skills in numerical analysis including PDEs etc (PhD in Physics/Applied Math)
- Excellent programming skills in C++
- Statistics
- Knowledge of models including prepayment, JUMBO, Alt-A, default etc

For an opportunity where you can start work immediately, send your resume to Kunjal Tanna at Huxley Associates!

To apply: Send your resume to Kunjal Tanna in Word format to quants.usa@huxley.com. Quote ref KNTN12060351