Squarepoint - Mortgage quant - Ivan Chee

United States

Posted on 06/26/2020 by Affinity North


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Position Details

Reference ID:

965

A lot of them are close to being filled so one senior when is for senior quant so somebody who's familiar with primarily prepayment modeling but also non agency modeling

that would be like somebody let's call it 8 plus years experience

but I was almost filled we already have 5 really strong candidates

and then we have another one for CRT or non agency or like a junior person 1-4 years experience something like that

it's a pretty standard mortgage quant role

uilding models and tools for the desk working on pnl and risk and also looking at generating Alpha

models are being built in C++ and Q but don't really care too much about the language

cmbs non-agency

So my most ideal would probably be like has been a quant for four years and has been trading for two years

background in computer science or engineering or math or stats

it's a typical desk role so they will build models right for pricing and risk little tools for the desk, may work on pricing

pricing either through like a model like a fundamental model or pricing using some kind of like relative value

looking at the low level data – pools, underlying

there's a couple of them be 2 two at each major bank one or two for each line



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