Quantitative Research Analyst, Mortgages
- Location
- Greater London, England, United Kingdom
years of relevant professional experience at a top sell‐side or buy‐side institution in a front office quantitative role Exceptional quant/analytical skills – knowledge of advanced pricing techniques (Monte Carlo, prepayment modelling and scenario engines), asset pricing theory, probability theory, and cash flow/bond maths … e.g. OAS calculations) Experience designing, coding, and implementing pricing and surveillance frameworks for automation/streamlining of tasks Strong coding skills in Python – candidates for whom Python experience is limited to occasional/hobby usage should not apply Familiar with statistical coding packages and modelling ...