Our client, the RMBS trading and quantitative research and quantitative development group at a leading Global Investment Bank, is looking for Mortgage Data Quantitative Professionals with PhDs/Masters Degrees and a minimum of 2 - 5 years of experience delivering data-related solutions to RMBS proprietary trading desks.

Also, one of our Hedge Fund Clients focused on ABS/Credit opportunities is looking for similar professionals.

This position is an opportunity to join an established and growing front office, i.e., revenue side, team of trading professionals and quantitative modelers in an expanding RMBS business, based in New York (Downtown Manhattan), interacting and sitting with the Global Capital Markets professionals.

You will take the lead in building, managing, and maintaining the mortgage data ( loan/pool/portfolio data warehouse) used for all mortgage modeling activities.

Other responsibilities include building and maintaining the mortgage data mining platform / system, as well as the mortgage batch reporting services. This is a leadership and hands-on position. The successful candidate will need to possess a keen understanding of mortgage data ( Portfolio and Loan Level, static and dynamic mortgage and related calculations ) and have full PL/SQL software life cycle development experience,  including requirements definition, analysis, design, implementation, testing and documentation.

Join this growing and significant trading business... In this role, you will work DIRECTLY with leading thinkers, managers, traders, quants, modelers, scientists technologists and developers.

REQUIREMENTS

• Ph.D. or Master's Degree in Mathematics, Physics, Economics, Engineering, Statistics, Operations Reserach or Computer Science. Willing to consider strong Bachelor degreed candidates with 3 -7 years experience in RMBS data analysis, modeling and analytics at a leading firm...
• Minimum of 3 to 5 years  experience in PL/SQL programming and development including embedded SQL, and stored procedures -   .
• Minimum of 1 -2  years of non-trivial, algorithm or model/ algorithm / analytics development experience with C/C++, , Tcl/Tk, PERL, or Python
• Advanced C++ programming abilities with a sound, and advanced/expert level understanding of OOD, industry applications, programming paradigms, design patterns, data structures, and software engineering practices 
• Familiarity with bond math basics, relative value calculations, risk metrics (i.e the Greeks), etc.
• Advanced/Expert knowledge of mortgage industry, mortgage products and mortgage securities trading would be a definitive plus;
• Software engineering experience under Unix preferably in building distributed or client/server real-time, mission-critical systems
• Expertise in Database Design & Query Performance Tuning - 2 to 3 years experience
• Academic success and a sharp analytical mind
• You will be working directly with the trading, sales and trading and quantitative staff on or near the trading desk so communication skills and experience are essential..
• Mathematics and analytic capabilities that can discern correct/incorrect data and calculation results
• Team player with independent contributor capabilities
• Outgoing, friendly and professional personality...
• Experienced with Oracle Reports and Oracle OLAP through implementation experience

APPLY IN CONFIDENCE...

We are Capital Markets GLobal Services LLC, a leading capital markets focused executive search and placement firm. We work with you throughout your present job search process and throughout your career, if you would like!

Be diligent and cautious with recruiters or headhunters you work with, you may find yourself in an untenable position.

We assist you in finding your value in the world of quantitative finance at a firm that we ourselves would be comfortable working as an employee. CAUTION: NOT all firms are desirable or treat their employees as valuable assets. Having MANY YEARS of experience, we can guide you in the process.

To apply:

If you are mass mailing your resume to many firms and recruiters you need to  think about how you are approaching your search...

This will NOT help you find your best value in the market...we can assist you in understanding the best approach...we work with qualified candidates during their current search as well as throughout their careers...

 Send a resume and brief cover letter to: 

ThePros@CapMktsGS.Com

for our confidential review...

Please Note: If you are qualified we will promptly respond within 24 - 48 hours...

Thank you for your interest, submission, and best of luck to you in your job search....

Also, please see our other job searches by searching with the keyword "eMarkets"...

APPLY IN CONFIDENCE...

If you desire greater discretion, please feel free to send a brief email to us at:

ThePros@CapMktsGS.Com

 or contact us by phone at 212-797-1298...ask for Michael Smith, thx...

We are a 17 year old retained and contingency Executive Search and Placement firm focused on Capital Markets organizations throughout the world, headquartered in mid-town Manhattan, with satellite offices in Boston, Chicago, Philadelphia, Hong Kong, Tokyo, and London.

Visit us at: www . CapMktsGS . Com

Our 5 senior partners have over 135 years of collective experience in consulting, financial services and executive search, coming from the financial services industries and firms serving these industries and industries that rely on quantitative expertise and knowledge.

We seek to help you find your value in the world of the capital markets in areas of quantitative finance and alternative investments at firms, both buy and sell sides of the street, that we ourselves would be comfortable working as an employee.

NOT all firms are desirable or treat their employees as valuable assets.

Having years of industry experience, we can guide you in the process...today as well as in the future. 

Any discussions or responses you provide us ARE confidential and only for us to better understand your background, experience and interests. 

Our policy is to send your resume and credentials ONLY to those firms who we discuss with you and WITH your approval.

We look forward to working with you on your current job search and throughout your career...