Quant Researcher
Core
Junior quantitative researcher developing systematic trading strategies for agency mortgage-backed securities (MBS) and CMOs, focusing on analytics for live trading and novel research into new return sources.
Role type
junior IC quantitative researcher (securitized credit)
Builds
systematic trading strategies for securitized products and fixed-income markets
Domain
alternative investment management, securitized credit, fixed income
Deliverable
production ML models | product features
Required skills
agency MBS expertise, applied statistics, programming, prepayment modeling, pricing, hedging
Preferred skills
CMO structures, GSE program types, systematic back-testing, portfolio construction
Technologies
AI tools
Responsibilities
Researching and onboarding new securitized markets and sectors; Improving systematic trading platforms; Conducting novel research on trading signals, prepayment modeling, pricing, and hedging; Helping senior PMs find new profitable trading strategies and alphas
Seniority
Junior, hands-on IC