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Front Office ABS/MBS Quant | Investment Bank | NY

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: MACS8817901
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 11/09/2017
Front Office ABS/MBS Quant | Investment Bank | New York, NY

After a successful few quarters this year the Global Head of Quants at an investment bank has just gotten approvals to build out the robustness of his fixed income team. As a result, he is looking to bring on board a strong FI quant to focus on ABS modeling and support of the asset-backed securities traders. Unique to this role is that the division in NY is quite flat from an organizational perspective so there is a significant amount of visibility to senior management and increased upward mobility. The position is located in Manhattan but they are rapidly expanding within the US so there is opportunity for relocation and internal movement within the bank. 


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

  • Develop cash flow models for a variety of ABS/MBS products (aviation, auto, student loans, CMBS etc.).
  • Attend weekly meetings with Global Head of Quants and broader quant team to discuss model strategies and market trends.
  • Assist traders in the US and abroad on daily ad-hoc requests in regards to ABS/MBS model inquiries and latest product research.
  • 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 at an investment bank, ratings agency and/or hedge fund
  • Programming skills in Matlab, VBA (experience with C++ is an added plus)
  • Experience with Intex, ADCO, CAS, Black Night preferred
  • Masters degree in a quantitative discipline (Physics, Operations Research, Mathematics, Computer Science, Financial Engineering etc.)
  • Strong written and verbal communication skills



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