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Sirius Staffing
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https://www.siriusstaffing.com
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Lead Quantitative Analytics Specialist
Job Description
JOB DESCRIPTION
Currently seeking a Lead Quantitative Analytics Specialist for a direct hire opportunity in Charlotte, NC or New York, NY. This position will be part of the Mortgage Model Development Center (MMDC) that will focus on mathematical concepts and programming. The MMDC manages all quantitative modeling related to market and interest rate risk on the bank’s mortgage products including consumer banking mortgage activities, trading activities and investment portfolio positions in mortgage products. In this role you will: - Implement interest rate models, mortgage prepayment models, mortgage default models, derivative valuation models, hedging strategies, and horizon forecast models to support various mortgage business. - Implement and enhance the firm’s proprietary quantitative library in C++ - Generate, test, implement, and deploy ideas to improve system performance or team productivity - Improve the safety and reliability of the library - Partner constructively in collaboration with business, model development, model validation, and IT Required Qualifications: 5+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: - 2+ years of C++ experience - Strong design, coding, testing, and debugging skills. - 2+ yrs experience applying advanced mathematics in problem solving - Experience with large scale library development - Versed in software engineering principles - Experience with multi-threading and asynchronous event-driven programming - Experience in software development cycle and agile technologies - Experience with computer programs including, SQL and VBA - Knowledge and understanding of interest rate derivatives models and mortgage analytics - Experience in vendor model, solution, or platform - Polypaths, ADCo, Intex, QRM, Bloomberg, Yieldbook - Knowledge of Derivatives valuation - Excellent verbal, written, and interpersonal communication skills |
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About Charlotte, NC
Ready to embark on a new career adventure? Explore our job opportunities in and around Charlotte, North Carolina, where the Queen City's vibrant energy meets Southern charm. Known for its dynamic job market and diverse industries, Charlotte offers endless growth possibilities for professionals seeking new opportunities. Discover the city's rich history at the Levine Museum of the New South, catch a show at the Blumenthal Performing Arts Center, or immerse yourself in nature at the stunning Freedom Park. Indulge in the region's famous barbecue joints, explore the NASCAR Hall of Fame, or cheer on the Carolina Panthers at the Bank of America Stadium. Join us in Charlotte and unlock a world of career possibilities in this bustling city with a small-town feel.
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