Strong quantitative experience in us agency mbs sector
4+ years building term structure models for mbs
Proficiency in sas or equivalent programming languages
The team develops best-in-class prepayment and credit models for US Agency MBS, Non-Agency, and ABS markets while maintaining comprehensive daily analytics reports
Job Summary
The team develops best-in-class prepayment and credit models for US Agency MBS, Non-Agency, and ABS markets while maintaining comprehensive daily analytics reports.
Candidates will work collaboratively to manage the RFR market model, create tools for return attribution, and conduct interest rate scenario analysis.
Bloomberg offers a comprehensive benefits plan including medical, dental, vision, 401(k) match, and incentive compensation alongside a salary range of $155,000 - $285,000.
Matching Summary
The team develops best-in-class prepayment and credit models for US Agency MBS, Non-Agency, and ABS markets while maintaining comprehensive daily analytics reports.
Salary
Base: $155,000 - $285,000 USD Annual; Bonus: Incentive compensation (exempt roles only); Benefits: Comprehensive plan including medical, dental, vision, 401(k) + match
Skills & Requirements
Must-have
Strong quantitative experience in US Agency MBS sector
4+ years building term structure models for MBS
Proficiency in SAS or equivalent programming languages
Experience with large datasets and regression analysis
Expertise in PnL tracking and risk management
Nice-to-have
Passion for financial markets and structured products
Excellent verbal and written communication skills
Collaborative problem solver eager to learn
Interest in developing model overrides for clients
Key Requirements
BA/BS in Mathematics, Statistics, Economics, or related field
MS or PhD preferred in quantitative fields
4+ years professional experience in term structure modeling