VP ABS / Mortgage Quant

---

Leading Investment Bank seeks quantitative individual with experience of ABS / mortgage pricing models to join their global quant group. Responsibilities:

- Valuate residential real estate (RRE), ABS equity, debt and CDS products/models.
- Interface with senior management, traders, quants & Market Risk Management, identifying pricing / valuation issues
- Implement systematic pricing processes in place for the RRE and ABS areas.
- Ad-hoc projects within quantitative analytics.

Requirements:

- Innate understanding of derivative pricing / valuation issues
- Outstanding ABS / RMBS, quantitative product knowledge
- Quantitative or Real Estate degree. (Post Grad qualification or CFA preferable)
- Excellent attention to detail & ability to form working relationships
- Demonstrable communication ability within high-pressured Front Office environments.

If you wish to apply to be short-listed for this role, please contact Catherine Pease on 0207 469 8955, for a confidential and informal talk or send your CV by attaching it to the link below.





(Huxley Associates Limited acts as an Employment Agency and an Employment Business)

---