Vp - Non-agency Mortgage Quant

TD

New York, NY, United States
Base: 160,000 - 225,000 usd; bonus/equity: not spe...
Valuation model development and integration
Advanced c++ and python programming skills
Knowledge of non-agency mortgage markets
TD Securities offers a wide range of capital markets products and services to corporate, government, and institutional clients, supporting innovation, execution, and experience globally

Job Summary

  • TD Securities offers a wide range of capital markets products and services to corporate, government, and institutional clients, supporting innovation, execution, and experience globally.
  • The Quantitative Modeling and Analytics team works closely with front office trading and sales to deliver risk management, valuation, and quantitative strategy solutions.
  • TD provides a comprehensive Total Rewards package including base salary, variable compensation, health benefits, career development, and a respectful, inclusive workplace culture.

Matching Summary

TD Securities offers a wide range of capital markets products and services to corporate, government, and institutional clients, supporting innovation, execution, and experience globally.

Salary

Base: 160000 - 225000 USD; Bonus/Equity: Not specified; Benefits: Health, retirement, paid time off, career development

Skills & Requirements

Must-have

  • Valuation model development and integration
  • Advanced C++ and Python programming skills
  • Knowledge of non-agency mortgage markets
  • Experience with Interest Rate, Prepayment and Credit/Loss models
  • Collaboration with front office trading and sales
  • Use of source code version control such as GIT

Nice-to-have

  • Familiarity with YieldBook or PolyPaths
  • Strong business and technical foundation
  • Ability to design IT architecture and information flow
  • Coaching and mentoring team members
  • Experience with risk management and regulatory reporting
  • Effective communication with all levels of staff and management

Key Requirements

  • 3-5 years quantitative experience
  • Master’s Degree or PhD in STEM discipline
  • 5-7 years related experience in financial modeling
  • Strong knowledge of FICC markets and MBS/CMO products
  • Proficient interpersonal communication skills
  • Ability to work independently with minimal supervision

Work Rights

Not specified

Tailored Resume

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