We are partnered with a Tier 1 Investment Bank that is looking to bring on a VP before the end of the year. This group is specifically responsible for supporting the front office securitized products desk in using a blend of machine learning methods and quantitative techniques. They are looking for someone with Front Office desk quant experience and deep knowledge of the US mortgage market. This person also needs to be extremely collaborative and passionate about idea generation for the business.
Responsibilities:
- Drive the development of Securitized Products analytics and models utilizing data science/ML techniques
- Develop predictive models and prepayment models
- Develop dashboards for the securitized products trading desk
- Collaborate directly with traders, front office quant teams, engineers, and technology to design optimal solutions
Skills:
- 3+ years of front office quant experience supporting a securitized products trading desk (RMBS experience is a plus)
- Strong Python programming experience
- Strong data science and Machine Learning experience & applying this through modeling techniques
- Ability to wrangle real world noisy data sets