QUALIFICATIONS
Minimum Qualifications:
- Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or related field
- Minimum 7 years of hedging and quantitative or related experience at financial institutions
- Advanced working knowledge on mortgage, fixed income market, derivative trading, portfolio hedge and risk management
- In-depth understanding of financial models such as prepayment model and term structure model
- Experience developing and implementing hedge strategy using derivatives
Desired Qualifications:
- Advanced degree preferred
- Direct experience with MSR hedging
- Deep understanding of MSR valuation principles, assumptions and risk metrics
- Programming skills with SQL, Excel VBA, R and Python preferred