Sr. Quantitative Risk Modeler (MBS/ABS)

• Company

  Comprehensive Recruiting

• Location

  USA-CA-Los Angeles

• Remuneration

  Outstanding compensation, benefit and relocation plan.

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  27-Oct-2013

• eFC Ref no

  1241006

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Global financial firm is looking to add a Sr. Risk Manager/Modeler to their team.

This person will be responsible for the firm’s fixed income products including agency, non-agency, asset-backed and CMBS.  Responsibilities for this role include creating and/or vetting valuation models for each of the MBS/ABS instruments for the firm.  This person will interact with a variety of personnel including clients, portfolio managers and senior executives.
Qualifications for this role include a PhD in a quantitative field along with 10 plus years of experience.  Prefer candidates to have a background that includes experience in risk management and/or experience as a desk quant, trader, portfolio manager or analyst. Must have a strong understanding of fixed income markets; trading and modeling.  Must have experience in model development, implementation and testing, prefer experience with SAS, Matlab, FinCad, etc.
Perspective candidates for this role must be willing to relocate to the Los Angeles area.   A competitive relocation package is availabe if necessary.  Please contact Jason Kerkman for more information or confidential consideration.

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