www.acad.jobs : academic jobs worldwide – and the best jobs in industry
                
     
Position: Sr. Quantitative Finance Analyst - Mortgage/MBS/Securitized Products
Institution: Bank of America
Location: United States
Duties: Review, critical assessment and challenge of models on conceptual soundness, assumptions and limitations, data, developmental evidence in support of modeling choices, performance, implementation and documentation; Development and implementation of effective testing plans and testing code to critically challenge models through empirical analyses and to verify model implementation; Performing model review activities including but not limited to independent model validation/challenge, annual model review, ongoing monitoring report review, required action item review, and peer review
Requirements: Masters/Ph.D. in Economics, Computational Finance, Mathematics, Statistics, Physics or related degree; At least 5 years’ experience in financial markets is required; Proven experience with SAS, Matlab, R, Python and Latex; Experience and knowledge in mortgage prepayment and default modeling, pricing and risk management of Mortgage backed security and other securitized products
   
Text: Sr. Quantitative Finance Analyst - Mortgage/MBS/Securitized Products Review, critical assessment and challenge of models on conceptual soundness, assumptions and limitations, data, developmental evidence in support of modeling choices, performance, implementation and documentation; Development and implementation of effective testing plans and testing code to critically challenge models through empirical analyses and to verify model implementation; Performing model review activities including but not limited to independent model validation/challenge, annual model review, ongoing monitoring report review, required action item review, and peer review Masters/Ph.D. in Economics, Computational Finance, Mathematics, Statistics, Physics or related degree; At least 5 years’ experience in financial markets is required; Proven experience with SAS, Matlab, R, Python and Latex; Experience and knowledge in mortgage prepayment and default modeling, pricing and risk management of Mortgage backed security and other securitized products
Please click here, if the job didn't load correctly.







Please wait. You are being redirected to the job in 3 seconds.