Requires a masters or foreign equivalent degree in finance, quantitative and computational finance, economics, applied mathematics, engineering or a related field and 5 years of experience in the position offered or 5 years of experience performing financial modeling or model review and validation for fixed income capital markets, MBS analytics and associated valuation methods. Requires 3 years of experience using analytic systems Principia, QRM, or Polypaths to measure financial risk; developing prepayment models AFT and ADCO; and programming in VBA,MATLAB, Python, R or SAS. Requires 1 year of experience of developing enterprise level financial projections. Experience may be, but need not be, acquired concurrently. Employer will accept any suitable combination of education, training or experience.

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