Director, Senior Front Office Prepayment And Credit Quant

RBC

New York, New York, United States of America
$210,000 - $275,000; discretionary bonus + benefit...
Mortgage prepayment and credit models
Agency and non-agency mortgage models
Front office analytic tools
The Director, Senior Front Office Prepayment and Credit Quant focuses on developing, implementing, and maintaining mortgage prepayment, credit models and pricing tools and otherwise providing analytic support to front office acquisition, management, and disposal of whole loans and MBS

Job Summary

  • The Director, Senior Front Office Prepayment and Credit Quant focuses on developing, implementing, and maintaining mortgage prepayment, credit models and pricing tools and otherwise providing analytic support to front office acquisition, management, and disposal of whole loans and MBS.
  • We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.
  • A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation, commissions, and stock where applicable.

Matching Summary

The Director, Senior Front Office Prepayment and Credit Quant focuses on developing, implementing, and maintaining mortgage prepayment, credit models and pricing tools and otherwise providing analytic support to front office acquisition, management, and disposal of whole loans and MBS.

Salary

$210,000 - $275,000; Discretionary Bonus and Benefits; 401(K) Program with Company-Matching Contributions; Health, Dental, Vision, Life And Disability Insurance; Paid Time-Off Plan

Skills & Requirements

Must-have

  • mortgage prepayment and credit models
  • agency and non-agency mortgage models
  • front office analytic tools
  • model design and coding
  • securitized products model development

Nice-to-have

  • progressive thinking
  • trusted advice
  • making a difference
  • collaborative team
  • world-class training

Key Requirements

  • PhD in Mathematics, Statistics, Computer Science, Engineering, Physical Sciences, or other numerate discipline
  • 7+ years’ experience in securitized products model development
  • Excellent knowledge of MBS (agency/non-agency)
  • Outstanding written and verbal communication skills

Work Rights

Not specified

Tailored Resume

Cover Letter