p/>The Quantitative Strategist will develop models for fixed income, agency MBS, and structured product instruments; conduct empirical research on security valuation and risk premia; and serve as a subject matter expert on risk-neutral valuation for investors, product management, and the Investment Risk team.
Success in this role requires rigorous quantitative research skills, deep knowledge of risk-neutral valuation, mortgage modeling, and derivatives valuation, as well as the ability to partner with technology teams to build scalable production infrastructure for security analytics.