MQA - Structured Product Quantitative Analyst - VP/Director
Posted on Dec 10, 2018 by Citi-US
- Primary Location: United States,New York,New York
- Education: Bachelor's Degree
- Job Function: Trading
- Schedule: Full-time
- Shift: Day Job
- Employee Status: Regular
- Travel Time: No
- Job ID:
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The team is responsible for development, testing, and maintenance of prepayment and default models for RMBS and other structured products in US and abroad.
- Strong quantitative skills with a degree in mathematics, computer science, engineering or a related field.
- Strong computer skills including knowledge of C++, python, and some scripting languages a must.
- Experience working with large datasets, including knowledge of SQL and database architecture.
- Understanding of structured products such as RMBS, CMBS, and ABS.