QuantCode - Quant Job :Mortgage Trading Systems Developer

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Sector	Hedge Fund	Credit Derivatives	Mortgage	Trading	Equity Derivates	Front Office	Fixed Income

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Keyword(s): mbs mortgage

Found 29 match(es)

IR/FX Derivatives Model Validation Quantitative Analyst (VP) [QuantCode Jobs Listings]
...ill allow the successful applicant to further develop their knowledge of derivatives pricing models review with a specific focus on interest rates and FX, but with some additional oversight on credit/mortgage. Working directly with the Head of Model Validation, you will assume a senior position (Vice President) within the team and will have a degree of responsibility for the supervision of more junior mem...
Updated : (2010-08-09 15:57:22)
Sr Quantitative Analyst Mortgage/ABS [QuantCode Jobs Listings]
...menting prepayment/loss projection models and OAS calculators, and in working with cash flow engines such as Intex A good understanding of waterfall structures for various asset classes such as CMO, RMBS, CMBS, AUTO, etc. Strong knowledge and programming experience in C and C++ is essential; Preferred Qualifications Strong Microsoft Excel skills also important Previous practical experience with, or a...
Updated : (2010-07-28 15:35:11)
Senior Fixed Income Quant [QuantCode Jobs Listings]
...ts - Excellent knowledge of: o Canadian, American and European bond market quoting conventions o treasury, agency, inflation linked, and optionable bonds, MBS and interest rate derivatives pricing and risk o US residential mortgage prepayment modelling o yield curve modelling - High performance, detail and results oriented team player able to work well in ...
Updated : (2010-07-28 10:30:20)
Data Strategist – London/Hong Kong [QuantCode Jobs Listings]
...ne and daily data (Bloomberg etc), through to high frequency real time. The groups focus is global in nature and covers all areas of trading activity including - IRP, currencies, commodities, credit, mortgage, equities etc. They currently have an urgent requirement for a Data Strategist to join the desks in London and Hong Kong. My client is currently looking at two permanent roles with the following mark...
Updated : (2010-07-27 10:48:29)
Head of Structured Credit and Mortgage Quant Analytics [QuantCode Jobs Listings]
...ncy/severity; interest rates and HPA dynamics; securitization of sub-prime and emerging market mortgage (Intex Dealmaker/Desktop/API and proprietary analytics), CDS on ABS, ABX, total return swap on CMBS indices, mortgage servicing rights, balance-guarantee swap. Also cover full range of alt-A, jumble, agency and CMBS products. · Identifying, researching, ...
Updated : (2010-07-26 11:29:41)
Prepayment Quant- NYC Metro [QuantCode Jobs Listings]
Investment Bank seeks an experienced front office Quantitative Analyst to work with their agency mortgage trading desks. Ideal candidate will have prior experience in the design and implementation of prepayment, and default models. This candidate will be working with third party models and will in the near future, create new prepayment models. This candidate will directly support two mortgage traders and...
Updated : (2010-07-23 14:10:31)
Quantitative Analyst, Derivatives Model validation [QuantCode Jobs Listings]
...tion team validates pricing and risk models across the whole firm, and across all products. This includes pricing models used for OTC derivatives, cash products, CVA, other valuation adjustments, and mortgage empirical models (prepay etc.) You will also cover risk models including counterparty potential exposures, VaR models and operational risk models. The benefit of joining this group is that you work o...
Updated : (2010-07-21 12:59:34)
Data Strategist – (L/As) [QuantCode Jobs Listings]
...ne and daily data (Bloomberg etc), through to high frequency real time. The groups focus is global in nature and covers all areas of trading activity including - IRP, currencies, commodities, credit, mortgage, equities etc. They currently have an urgent requirement for a Data Strategist to join the desks in London and Hong Kong. My client is currently looking at two permanent roles with the following mark...
Updated : (2010-07-20 10:57:52)
IR/FX Derivatives Model Validation Quantitative Analyst (VP) [QuantCode Jobs Listings]
...ill allow the successful applicant to further develop their knowledge of derivatives pricing models review with a specific focus on interest rates and FX, but with some additional oversight on credit/mortgage. Working directly with the Head of Model Validation, you will assume a senior position (Vice President) within the team and will have a degree of responsibility for the supervision of more junior mem...
Updated : (2010-07-19 06:22:14)
Mortgage Trading Systems Developer [QuantCode Jobs Listings]
The Mortgage IT team is looking for developers to help us in development and enhancements for trade entry and processing systems for Mortgage products, including Mortgage Securities, Mortgage Default Swaps and Indexes. The team is responsible for development and maintenance of applications and processes which are used by traders, sales and middle office people to manage trade entry, position and risk man...
Updated : (2010-07-15 06:01:49)

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