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Employment Opportunities >> Jobs >> ABS - Securitized Products Desk Quant - London
https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1248714208

Message started by Cat on 07/27/09 at 18:03:23

Title: ABS - Securitized Products Desk Quant - London
Post by Cat on 07/27/09 at 18:03:23

ABS Securitized Products Desk Quantitative Analyst to focus on ABS products with a European focus. Role includes model development and pricing analytics. Strong SAS and PhD in a numerate discipline required.
Securitized Products Desk Quantitative Analyst to focus on ABS products with a European focus. Role includes model development and pricing analytics. Strong SAS and PhD in a numerate discipline required.
Quantitative analyst to join its growing IB Quantitative Analysis group. This individual will work closing with other analysts supporting trading and advising external clients in the area of Asset-backed Securities (ABS) with European focus.
Responsibilities will include default and prepayment model development for European assets such as residential loans, commercial loans, consumer debts, risk and pricing analysis for ABS and Client advisory.The successful candidate will have previous research experience in European ABS market, and have strong understanding of the various ABS structures.
Candidates will need to have proven experience within European ABS research and structures along with a strong education within econometrics, engineering, statistics or mathematics. The role requires extensive technical analysis with SAS and so candidates should be proficient within this program. A strong understanding within rating agency methods is essential.