Mortgage Valuations Specialist

Mortgages Valuation Specialist, New York, NY

A leading multi-strategy hedge fund is looking to add a Mortgage Valuation Specialist. This role will require expertise within mortgage markets, structured products, and some derivatives.

Responsibilities:

  • Own intraday and end-of-day pricing and valuations for mortgage products, integrating and calibrating pricing models and incorporating related market data.

  • Publish and sign off on the firm’s official end-of-day marks and curves.

  • Serves as the primary interface for portfolio managers to go to for issues around pricing, position, risk, technology, and security setup related issues.

Qualifications:

  • Minimum 3 years experience in mortgages pricing, valuation, risk, or quantitative analytics

  • Bachelor’s degree in a quantitative field (Engineering, Mathematics, etc.), Master’s degree is preferred

  • CFA preferred

  • Familiarity with pricing models and curve construction

  • Ability to manage multiple projects in a fast paced and time sensitive environment

  • A self-starter who will thrive in an entrepreneurial environment

  • Python and/or SQL skills for process automation and data analysis

Additional Information:

  • In office policy: Hybrid Work Schedule

  • Compensation 120,000-150,000K +

How to Apply:

SUBMIT YOUR RESUME HERE