Securitized Products / Mortgage Quant Modeler – New York, NY US
Posted by Ric Ward on July 1st, 2009
About the company :Global Hedge Fund with over 10 bln AUM. Job description :Working with mortgage trading team to be the first port of call for all front office agency models and Quantitative trading support using a wide range of advanced mathematical models and large scale Monte Carlo simulations for the modeling of the most complex derivatives Developing the analytics library and implementing through C++ and their common prop language and Excel.
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Securitized Products / Mortgage Quant Modeler – New York, NY US
