Position: ABS/MBS Quant Analyst
This position has full participants or has passed application deadline.
Listed by QiShiCPC
Job description: 1. Develop and maintain statistical models in prepay/default/loss etc. for residential/commercial mortgages and other assets; 2. Provide pricing, risk and PnL analysis for MBS/ABS portfolios including Agency/Non- Agency RMBS, CMBS, CLO, Corporate Bond etc.; 3. Work with desk, business, IT and risk team in pricing/valuation method, model development and implementation.
Requirement: 1. Minimum master degree from a top tier university, preferably in Science or Finance disciplines (e.g. Mathematics, Statistics, Financial Engineering); 2. 2 years or above experience in MBS/ABS related products; 3. Familiar with statistical models such as linear/non-linear regression, survival analysis; 4. Good in Statistics and Probabilities; 5. Fluent in both written and spoken English; 6. Familiar with R, Python, SQL, VBA, C# and kdb/q is a plus.
Announce date: Oct. 18, 2020
Application deadline: Nov. 18, 2020
Expire date: Dec. 18, 2020
Premium or wild Card Members only
This position is free to apply
Maximum applicants: 100
3 people already applied
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