As a part of the Fixed Income Products Technology team, build and integrate custom prepay, default and other models for Risk Management and Risk Reporting supporting the Credit Risk and Front Office teams. The group focusses on building and integrating models with their valuation systems to evaluate how Agency MBS portfolio and other fixed income security portfolios will perform under changes in interest rates etc. As a Senior Quantitative Analyst your main responsibilities will involve:
Keyskills: Front office model validation Market risk Data collection Risk management Econometrics Financial modelling Statistics Fixed income securities MBS
US based financial technology software specialists involved in developing mission-critical systems for the world's leading financial services and information technology companies like HSBC, DoubleLine, Oaktree Capital Management etc.