Salary: 300000-600000 USD + Benefits + Bonus
Location: NEW YORK-NEW YORK CITY
A Senior Pricing Quant with interest rate and mortgage modeling experience is currently being hired at a major investment bank in New York City.
You will be working in an entrepreneurial environment where you will be using your quantitative knowledge in a new position within the organization. You will be responsible for building and implementing pricing models that will be used by the trading desk both internally and externally. The ideal candidate will have experience building and implementing interest rate models and have a strong technical background.
Requirements:
- 5+ years experience in building and implementing Interest Rate and Mortgage models
- Knowledge of Monte Carlo and C++
- Excellent communication skills
- Knowledge of agency mortgages is preferred
If you are looking to use your quantitative modeling skills in a front office environment please email you resume to Alison Carey at Huxley Associates for immediate consideration.