Title: Quantitative Analytics Director
Location: New York, New York 10004
Duration: Fulltime
Employment Visa: Citizens / GC/ EAD can only apply. NO AGENCIES PLEASE!
Client Description: Confidential


Send your updated resumes to Sandeep@infotronixsystems.com

Required Skills:

Note: This is a very senior position ; Entry level candidates please do no apply.

Good quantitative skills from a risk and valuation perspective - ideally a combination of RMBS and CMBS profiling, valuation, risk management, ratings and stress tests, with hands-on implementation skills.

Market data exposure. Strong knowledge of the credit markets and quoted indices, and former experience with assembling data for valuation of RMBS and CMBS deals. Familiarity with offering circulars, trustee reports and other standard documentation is desirable.

Candidates must be able to work with all levels both internally and externally and have strong communication skills.

Responsibilities:

The Quantitative Analytics team is looking for a Residential Mortgage Backed Securities (RMBS) and Commercial Mortgage Backed Securities (CMBS) modelling expert to lead the effort in this asset class for Company's Solutions' products offering. The role is focused on taking over the RMBS benchmarking project, consisting in deducing RMBS and CMBS prices from ABCDS and possibly index quotes. The role involves also developing a data platform on the asset level for these markets, and in perspective also familiarity with waterfalls and analytics on the liabilities side to value these products. The role is based in NY but interaction is expected with London, where the global head of the QA team works. The role involves interaction with the products team and with IT, so that the candidate is supposed to foster cooperation and team interaction. The candidate may also have to accept taking responsibilities for aspects of the process that are not immediately linked to modelling. Possible partnerships with other data vendors will be considered. The role may involve travelling between New York, London, and other possible clients locations, mostly in the USA.

send your updated resumes to Sandeep@infotronixsystems.com