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|Title:||Senior Quantitative Modeler|
|Job Location:||Edison, New Jersey - United States|
|Salary:||contact recruiter for details|
|Employer Will Recruit From:||
Opportunity to deliver exceptional experiences for customers. Our client is committed to being the best financial services provider in the world, balancing desire with precision to deliver superior solutions for all clients. They value customer centric mindset and have successfully developed most extensive banking franchise in this country.
The Capital Markets Model Development team builds mortgage models and support all the Wells Fargo businesses involved in mortgage activities (trading/investment portfolio, ALM, risk management).
• 6+ years of experience in an advanced scientific or mathematical field
• A master's degree or higher in a quantitative field such as mathematics, statistics, engineering, physics, economics, or computer science
• 6+ years of quantitative development experience (RQO0006222)
• Strong experience in developing and building prepayment and default models.
• Demonstrated experience in handling mortgage database (1010/embs/loan performance corelogic)
• Solid understanding of financial mathematics and models including, OAS framework, Monte Carlo simulation, LMM model, (exotic) interest rate derivatives models and mortgage analytics
• Perfect command of SAS/R or Python and SQL and relational database. Strong experienced in C++/VBA.
University - Master's Degree