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Front Office ABS/MBS Quant | Investment Bank

Location United States,

Remuneration $100000 - $120000 per annum

Employment type perm

Updated 17th Nov 2017

Company Selby Jennings

Contact Melissa Cortes (NY)

Phone (646) 759-5605

Email click here

Front Office ABS/MBS Quant | Investment Bank

The Global Head of Quants at a rapidly expanding investment bank in NYC has just gotten approvals to build out the robustness of his fixed income team. He is looking to bring on board a strong FI quant to focus on ABS modeling and support their asset-backed securities traders.



Responsibility Front Office ABS/MBS Quant | Investment Bank | New York, NY


  • Develop cash flow models for ABS/MBS products
  • Attend meetings with Global Head of Quants to discuss model strategies and market trends.
  • Assist traders in the US and abroad on daily ad-hoc requests
  • Liaise with a variety of ratings agencies in order to keep up to date with newest trends, methodologies, and best practices.


Required Skills for Front Office ABS/MBS Quant | Investment Bank | New York, NY


  • 2 years supporting a MBS/ABS desk
  • Programming skills in Matlab, VBA (experience with C is an added plus)
  • Masters degree in a quantitative discipline
  • Strong written and verbal communication skills



**The company will not sponsor visas**

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