发信人: meat (靖哥哥--visa是我永远的痛), 信区: Quant
标 题: 帮贴一个工作，quant analyst - Agency MBS
发信站: BBS 未名空间站 (Wed Jul 18 23:02:50 2018, 美东)
要求必须要有3年以上hands on experience on Agency MBS
Career Opportunities: Fixed Income Quantitative Analyst (20723)
Job Number 20723 - Posted 09/04/2018 - Investments - United States - Durham
The Fixed Income Quantitative Analyst develops and implements quantitative
models and associated reports for the Portfolio Managers and Traders.
Develop and implement quantitative risk and valuation models to be used in
trading and portfolio management of fixed income instruments and especially
mortgage backed securities.
Respond to Trader and Portfolio Manager requests for information and
Build and manage daily market reports.
Design and maintain databases used to support the analysis of the research
Bachelor’s Degree, preferably in Finance, Math, Information Science,
Computer Science, or Business Administration.
Coursework or Master’s Degree in a quantitative field is preferred.
3 or more years of quantitative work experience, specifically on securitized
products (Agency MBS, CMBS, and etc.).
Strong quantitative and computer skills with programming knowledge.
Demonstrated academic achievement in quantitative and/or finance related
Knowledge of fixed income instruments and markets, term-structure models,
corporate credit theory, and asset-backed securities pricing
Ability to work well with others and to manage multiple responsibilities and
Database management and programming experience.
Fluency in statistical and econometric analysis.
Knowledge of SQL, VBA, STATA, and/or C#.
Prior work experience in the financial industry is required.
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