Major financial firm with offices in New York City is looking for quantitative analyst who has RMBS default modeling experience and will provide quantitative research and support to Mortgage and Asset-Backed Research Group. The right applicant will be an important part of the credit research team and will be expected to build original models as well as to maintain and enhance existing models and take initiative in building new models, developing and implementing residential default models, maintaining and upgrading various residential credit models, and participating in writing monthly MBS and ABS prepayment commentaries and topical research articles.  The applicant must have RMBS default modeling experience using SAS and still being able to program in C/C++.

Right applicant should have a PhD in Mathematics, Statistics, Econometrics, Physics, Finance or a similar quantitative field. Candidate should have a 2+ years of demonstrated success in developing default or prepayment models and strong oral and written communication skills. Outstanding communication presentation and strong problem solving skills are required. Written scientific papers in publications of research in leading practitioner journals are a big plus. Please submit resume in WORD format to dinka@martingaleinternational.com

To apply:

  Please submit resume in WORD format to dinka@martingaleinternational.com

Martingale International Search is an executive search firm established to offer a fresh approach to recruitment. We offer our clients a transparent service, our candidates an individual approach and our consultants a proactive working environment. We are specialized in the recruitment of people with strong mathematical, financial, quantitative and programming skills. Our practice is international and covers all major business areas including Finance, Financial Engineering, Software Engineering, Quantitative Modeling and Risk Management.