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Front Office ABS/MBS Quant | Investment Bank

  • Job type: Permanent
  • Location: New York
  • Salary: $100000 - $150000 per annum
  • Job reference: MACS0817
  • Sector: Banking and Finance, Selby Jennings, Quantitative Finance
  • Date posted: 20/02/2018
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 Structured Products Team. The flat-structured team is looking to bring on board a 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
  • 5+ 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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