Vp - Non-agency Mortgage Quant

TD Bank

New York, New York, United States of America
Base: 160,000 - 225,000 usd; bonus/equity: variabl...
3-5 years quantitative specialist experience
Advanced c++ and python programming skills
Deep knowledge of interest rate models
The Quantitative Modeling and Analytics team is responsible for the valuation models used for intraday and official valuations of Global Fixed Income, Currencies, and Commodities businesses

Job Summary

  • The Quantitative Modeling and Analytics team is responsible for the valuation models used for intraday and official valuations of Global Fixed Income, Currencies, and Commodities businesses.
  • This role focuses on supporting the launch of trading capabilities for non-agency mortgages followed by the securitization of this product within TD Securities.
  • TD offers a competitive total rewards package including base salary, variable compensation, health benefits, retirement programs, and extensive career development opportunities.

Matching Summary

The Quantitative Modeling and Analytics team is responsible for the valuation models used for intraday and official valuations of Global Fixed Income, Currencies, and Commodities businesses.

Salary

Base: 160000 - 225000 USD; Bonus/Equity: Variable compensation/incentive awards eligible; Benefits: Health, savings, retirement, PTO included

Skills & Requirements

Must-have

  • 3-5 years quantitative specialist experience
  • Advanced C++ and Python programming skills
  • Deep knowledge of Interest Rate Models
  • Expertise in Prepayment and Credit/Loss models
  • Specialized knowledge in non-agency MBS/CMO markets

Nice-to-have

  • Familiarity with YieldBook or PolyPaths tools
  • Experience working as a quantitative strategist
  • Strong business and technical foundation
  • Source code version control with GIT

Key Requirements

  • Master's Degree or PhD in STEM discipline
  • 5-7 Years of related experience
  • Extensive knowledge of FICC markets and products

Work Rights

Not specified

Tailored Resume

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