Title: Associate Director ABS Quant
Salary: $225,000 + Total Compensation
A top tier global investment bank is currently building out their ABS trading desk and looking to make the very first quant hire to support the desk. The ideal candidate will join as an Associate Director and have a deep product knowledge of ABS & MBS modeling skills. This is an amazing opportunity that embodies entrepreneurship and ownership as you will be joining a team that is in the midst of a greenfield build out. Proficiency in C++ is a must.
Qualifications:
- Advanced degree in a quantitative field
- 2+ years of experience in ABS and/or MBS modeling
- Knowledge of Auto Loans and Credit Cards, also open to other esoterics as well
- Expert in C++
- Work well in fast-paced environment and communicate with the trading desk
Responsibilities:
- Develop models for ABS, MBS products
- Develop reliable & robust front office analytics for hedging, pricing, risk management and P&L attribution
- Work closely and communicate daily with traders and the trading desk
- Provide daily quantitative support to the desk and broader business
