Our client is a world leading financial institution.
They are looking for a Quant Analyst for their ABS and MBS Securitisation team.
Our client is a world leading financial institution. They are looking for a Quant Analyst for their ABS and MBS Securitisation team. The role will involve: - supporting a team, who provide the following functions; - Research and development of scoring models; - Analysis of transition, default and loss data; - Historical analysis and time-series modelling; - Project management of quantitative projects Qualifications: The successful candidate will have a minimum of 2 years experience in structured credit and/or mortgage modelling. You should have provable experience in credit risk modelling, fixed income products, prepayment models, econometrics, time-series modelling or applied statistical methods. An excellent academic background in mathematics, physics, statistics, or quantitative finance is essential and a postgrad in one of these areas is preferred. In addition, programming skills in VBA, Matlab, SAS, S-Plus, Scorecards and any C++ would be ideal. A good overview of quantitative methods across different markets is beneficial.
