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Mortgage Quant l Investment Bank l NYC

Location United States,

Remuneration $150000 - $200000 per annum

Employment type perm

Updated 15th Mar 2018

Company Selby Jennings

Contact Not disclosed

Email click here

The Head of Mortgage at a major investment bank here in NYC reached out directly as he is looking to bring on board a senior VP level candidate to join his team. After a few successful quarters the business gave him this approval and as the ideal candidate will be one of the leading voices of the organization, it is imperative to have strong interpersonal skills as well as derivative pricing knowledge. The candidate will be reporting directly into him and will be primarily utilizing C and they will be responsible for developing, implementing and writing models.

Qualifications of Mortgage Quant

  • Masters or PhD in Quantitative field (computer science, physics, ect.)
  • Exceptional development skills in C and Python
  • Previous experience in derivative modeling
  • Stochastic volatility modeling and Monte Carlo
  • Knowledge and experience with multi underlying pricing techniques

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