Senior Desk Quant/Strategist - Consumer ABS/Non-Agency RMBS - Fusion Staffing Partners : Job Details

Our tier-1 global Alternative Investment Management client is seeking to recruit a Senior Desk Quant/Strategist to collaborate with key investment and technology stakeholders to develop and implement investment strategies, analytics and proprietary financial models to forecast ABS and RMBS loan performance.

Responsibilities:

• Collaborate with key investment and technology stakeholders to develop and implement investment strategies, analytics and proprietary financial models to forecast ABS and RMBS loan performance
• Work closely with traders and investment professionals to maximize absolute return across a variety of consumer ABS, mortgage and real asset investments
• Perform quantitative analysis and develop financial models across residential mortgage (RMBS), real asset and consumer ABS asset classes (auto loans, personal loans, student loans, etc.)
• Analyze prepayment and default behavior for residential mortgage and consumer ABS assets
• Develop statistical models for various structured product asset classes
• Work closely with traders, product controllers, risk management and IT/programmers
• Oversee and manage mortgage model performance and related research
• Manage the testing and implementation of internal and vendor pricing models
• Assist with risk model and new product development

Requirements:

• Bachelor's Degree
• Master's or PhD in Statistics, Physics, Quantitative Finance, Mathematics, Financial Engineering or related field of study preferred
• 5+ years of residential mortgage/consumer ABS deal structuring, default modeling and prepayment modeling experience
• Demonstrated experience in the alternative investment management or investment banking industry directly supporting portfolio management, deal structuring and capital markets businesses
• Advanced knowledge of structured/securitized product asset classes, particularly ABS and RMBS securities and collateral
• Advanced experience analyzing, synthesizing, manipulating and managing large complex datasets and data pools
• Advanced experience validating models and deploying models in a production environment
• Technical programming proficiency with VBA/Excel, SQL and/or Python
• Advanced business acumen and deep knowledge of the financial markets