Vp - Non-agency Mortgage Quant

TD Ameritrade

New York, New York, United States of America
Base: $160,000 - $225,000 usd; bonus/equity: not s...
3-5 years quantitative experience
Non-agency mortgage market knowledge
Advanced c++ and python programming
The role focuses on developing, testing, and supporting valuation models specifically for non-agency mortgage products within the Quantitative Modeling and Analytics team

Job Summary

  • The role focuses on developing, testing, and supporting valuation models specifically for non-agency mortgage products within the Quantitative Modeling and Analytics team.
  • Candidates will provide quantitative strategist support to the front office by refining tools and addressing trading issues in a fast-paced capital markets environment.
  • TD Ameritrade offers a competitive compensation package ranging from $160,000 to $225,000 with opportunities for growth, skill development, and comprehensive benefits.

Matching Summary

The role focuses on developing, testing, and supporting valuation models specifically for non-agency mortgage products within the Quantitative Modeling and Analytics team.

Salary

Base: $160,000 - $225,000 USD; Bonus/Equity: Not specified; Benefits: Health, retirement, PTO, and career development programs

Skills & Requirements

Must-have

  • 3-5 years quantitative experience
  • Non-agency mortgage market knowledge
  • Advanced C++ and Python programming
  • Interest rate model development
  • Prepayment and credit loss modeling

Nice-to-have

  • YieldBook or PolyPaths familiarity
  • FICC markets and MBS/CMO expertise
  • Front-office trading support experience
  • GIT source code version control

Key Requirements

  • Master's Degree or PhD in STEM discipline
  • 3-5 years of relevant quantitative experience
  • Deep knowledge of Interest Rate Models
  • Experience with securitization processes

Work Rights

Not specified

Tailored Resume

Cover Letter