Quantitative Research Analyst, Mortgages
- Hiring Organisation
- Jobleads-UK
- Location
- Greater London, England, United Kingdom
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 a familiarity with mortgage products, Intex and data analysis or empirical modelling is a strong plus … 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/ ...