Lead Quantitative Analyst

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...

Company Overview: Welcome to the forefront of quantitative analysis! Our company is a leader in leveraging data-driven insights to drive strategic decisions and enhance business performance. We're committed to pushing the boundaries of quantitative analysis to deliver innovative solutions and drive growth. Join us and lead our team in shaping the future of quantitative analysis.

Position Overview: As the Lead Quantitative Analyst, you'll play a pivotal role in leading our quantitative analysis initiatives and driving the development of impactful insights and recommendations. You'll lead a team of talented analysts, collaborating closely with cross-functional teams to deliver advanced quantitative analysis, develop models, and provide strategic guidance to stakeholders. If you're a seasoned analyst with a passion for quantitative analysis and a proven track record of leadership in delivering successful projects, we want you on our...

Lead Quantitative Analyst (Mortgage)

264-276k

Charlotte, NC (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...