Lead Quantitative Analyst in New York

Lead Quantitative Analyst (Mortgage)

264-276k

NYC (hybrid)

Lead Quantitative Analyst role available! Your team's focus will be on mathematical concepts and programming and will manage all quantitative modeling related to market and interest rate risk on mortgage products (consumer banking mortgage activities, trading activities and investment portfolio positions in mortgage products).

Benefits

• Start on 1st day
• Medical, dental, vision
• 6% match on 401k, 4-16 weeks paid parental leave
• 144 hours up-front PTO, additional PTO afterward (accrued)
• Variable bonuses, backup child care, tuition reimbursement 
• Commuter benefits, paid parking, more

Responsibilities

• Implement interest rate models, mortgage prepayment models, mortgage default models, derivative valuation models, hedging strategies, and horizon forecast models to support various mortgage...