Junior Desk Strategist – Agency CMO & MBS Desk
Core
Analyze Agency MBS and CMO markets to generate relative value ideas and assess risk for trading desks.
Role type
Junior quantitative analyst (fixed income/securitized products)
Builds
Data tools, datasets, models, and automation workflows for investment decision-making
Domain
Fixed income, Agency MBS, CMO, macroeconomics
Deliverable
production ML models | product features
Required skills
Python, Excel/VBA, quantitative modeling, data analysis, AI tool application, securitized products knowledge, macroeconomic analysis
Preferred skills
Experience in quantitative research, data automation, AI-assisted research
Technologies
Python, Excel, VBA, AI tools
Responsibilities
Evaluate valuation drivers (macro conditions, prepayments, supply/demand, policy), build data tools and models, partner with risk/tech teams, communicate market views to traders and clients
Seniority
Junior, hands-on IC