Professional experience working at a global financial institution using quantitative methods and models to produce pricing and hedging models for securitized products and derivatives on securitized products, including Commercial Mortgage Backed Securities CMBS, Residential Mortgage Backed Securities RMBS, Asset Backed Securities ABS, Commercial Real Estate Loans, Repo on securitized products and Total Return Swaps on Securitized products. Must also have experience with the following special skills 4 years of professional experience performing objectoriented programming using C#, Java or Python; 4 years of professional experience working closely with traders, other research and development RD teams, with risk managers for model validation, and IT teams for RD libraries integration; 4 years of professional experience working on Research Development projects including design, implementation, and development; 4 years of professional experience designing and implementing analytic and quantitative solutions using an objectoriented language including C#, and a code sharing platforms including Git and TeamCity.
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