Lead Quantitative Analyst

Underground administration - Charlotte
new offer (24/06/2024)

job description


Lead Quantitative Analyst (Mortgage)
264-276k
Charlotte, NC (hybrid)
Lead Quantitative Analyst role available! Your team's focus will be on mathematical concepts and programming and will manage all quantitative modeling related to market and interest rate risk on mortgage products (consumer banking mortgage activities, trading activities and investment portfolio positions in mortgage products).
Benefits
Start on 1st day
Medical, dental, vision
6% match on 401k, 4-16 weeks paid parental leave
144 hours up-front PTO, additional PTO afterward (accrued)
Variable bonuses, backup child care, tuition reimbursement
Commuter benefits, paid parking, more
Responsibilities
Implement interest rate models, mortgage prepayment models, mortgage default models, derivative valuation models, hedging strategies, and horizon forecast models to support various mortgage business.
Implement and enhance the firm’s proprietary quantitative library in C++
Generate, test, implement, and deploy ideas to improve system performance or team productivity
Improve the safety and reliability of the library
Partner constructively in collaboration with business, model development, model validation, and IT
Required
5+ years of Quantitative Analytics experience
Master's degree or higher in a quantitative discipline (mathematics, statistics, engineering, physics, economics, or computer science)
Desired
2+ years of C++ experience
2+ yrs experience applying advanced mathematics in problem solving
Strong design, coding, testing, and debugging skills.
Experience with large scale library development
Versed in software engineering principles
Experience with multi-threading and asynchronous event-driven programming
Experience in software development cycle and agile technologies
Experience with computer programs including, SQL and VBA
Knowledge and understanding of interest rate derivatives models and mortgage analytics
Experience in vendor model, solution, or platform - Polypaths, ADCo, Intex, QRM, Bloomberg, Yieldbook
Knowledge of Derivatives valuation

Apply now for
Lead Quantitative Analyst

Warning: you will leave the jobtome site.

These offers may interest you:

new offer Procurement Data Analyst (remote) Gxo LogisticsCharlotte - 28241 Job Description: Logistics at full potential. At GXO, we're constantly looking for talented individuals at all levels...
new offer Strategic Workforce Planning Manager PenskeCity Of Reading - 19601 Job Description:Position Summary: Penske seeks an experienced Workforce Planning Professional at the Manager/Leader Level to lead large-scale...
new offer Consulting Sourcing & Procurement Sr. Manager-Client Facing Ntt DataCharlotte - 28201 Req ID: 276876 NTT DATA Services strives to hire exceptional, innovative and passionate individuals who want to grow with us. If you want...
new offer Senior Financial Analyst Huff ConsultingCity Of Warren - 44485 Position Title: Senior Financial Analyst Location:Warren, Ohio Department: Finance Reports To: [Manager/Supervisor...
new offer It Director, Data And Analytics FridaMiami City - 33124 Who We AreFrida is more than a brand built to support parents. We get parents. We know all about the often unbelievable realities of parenthood, because...
Go back