What are the responsibilities and job description for the Senior Desk Quant/Strategist - Consumer ABS/Non-Agency RMBS position at Fusion Staffing Partners?
Our tier-1 global Alternative Investment Management client is seeking to recruit a Senior Desk Quant / Strategist to collaborate with key investment and technology stakeholders to develop and implement investment strategies, analytics and proprietary financial models to forecast ABS and RMBS loan performance.
Responsibilities :
- Collaborate with key investment and technology stakeholders to develop and implement investment strategies, analytics and proprietary financial models to forecast ABS and RMBS loan performance
- Work closely with traders and investment professionals to maximize absolute return across a variety of consumer ABS, mortgage and real asset investments
- Perform quantitative analysis and develop financial models across residential mortgage (RMBS), real asset and consumer ABS asset classes (auto loans, personal loans, student loans, etc.)
- Analyze prepayment and default behavior for residential mortgage and consumer ABS assets
- Develop statistical models for various structured product asset classes
- Work closely with traders, product controllers, risk management and IT / programmers
- Oversee and manage mortgage model performance and related research
- Manage the testing and implementation of internal and vendor pricing models
- Assist with risk model and new product development
Requirements :
