Quantitative Research Analyst, Mortgages
- Location
- Greater London, England, United Kingdom
/RPL) securitizations and whole loan portfolios within private structures Emphasis on loan‐level and cashflow modelling across illiquid mortgage credit, including collateral analysis, recovery assumptions and structural waterfalls REQUIREMENTS Masters degree or PhD in Mathematics, Physics (non‐experimental), Probability/Statistics, Engineering, or (Mathematical) Finance Must have … familiarity with mortgage products, Intex and data analysis or empirical modelling is a strong plus alongside asset‐backed structured products Minimum of 3 years of relevant professional experience at a top sell‐side or buy‐side institution in a front office quantitative role Exceptional quant/analytical skills ...