Svp, Trading Desk Information Mgmt. Sr Lead/quantitative Analyst

Workforcity

New York, New York, United States
Base: $176,720.00 - $265,080.00; bonus/equity: dis...
Python for software systems
Fixed income derivatives valuation
Mortgage asset valuation
Lead the design of new software systems to manage portfolio risks for the Mortgage Servicing Rights trading desk within the Wealth business, using Python as a core language

Job Summary

  • Lead the design of new software systems to manage portfolio risks for the Mortgage Servicing Rights trading desk within the Wealth business, using Python as a core language.
  • Implement, using in-house libraries, software systems to value and analyze fixed income derivatives including interest-rate swaps, swaptions, SOFR futures, mortgage options, Treasury futures, and options on Treasury futures.
  • Collaborate with internal Risk, Finance, Product control, Audit, and external vendors to implement, debug, and maintain risk reports and data feeds based on their needs.

Matching Summary

Lead the design of new software systems to manage portfolio risks for the Mortgage Servicing Rights trading desk within the Wealth business, using Python as a core language.

Salary

Base: $176,720.00 - $265,080.00; Bonus/Equity: discretionary and formulaic incentive and retention awards; Benefits: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.

Skills & Requirements

Must-have

  • Python for software systems
  • Fixed income derivatives valuation
  • Mortgage asset valuation
  • Engineering standards for Python code

Nice-to-have

  • Commercial awareness and diplomacy
  • Partnership skills
  • Can-do attitude

Key Requirements

  • 5-10 years quantitative experience
  • Financial/Mortgage industry experience
  • Expertise in VBA and SQL
  • Experience with GitHub and Autosys preferred
  • Advanced knowledge of fixed income derivatives
  • Strong MS Excel skills

Work Rights

Not specified

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