VP - Fixed Income and Credit Quantitative Analyst

Develop, test, and support valuation models for non-agency mortgage products.,Support the launch of trading capabilities for non-agency mortgages.,Provide quantitative strategist support for the front-office through development, refinement, and management of front-office tools.,Provide timely support for trading issues.,Work with business and application development teams to develop the target state IT architecture model.,Understand business products, strategies, and customer usage of products.,Understand business process flows and suggest re-engineering for higher efficiency.,Review business drivers, needs, and strategies, and understand implications to application architecture.,Identify, assess, and document business requirements for applications and information/data.,Develop IT architecture based on functional and non-functional requirements.,Work with development teams to develop the logical data model and ensure efficient information flow.,Provide input to project initiation documents (objectives, scope, approach, deliverables).,Analyze and evaluate existing and future business architecture for compatibility with corporate standards and policies.,Provide input to buy vs. build decisions.,Provide support/guidance to development teams during analysis, development, and testing.,Prepare information architecture deliverables in accordance with corporate standards and methodologies.,Assist in the creation and execution of testing scenarios.,Communicate risks and implications of architectural decisions.,Partner with change management to analyze and communicate organizational impact.,Participate in business and technology planning sessions.,Establish strong working relationships with business and technology team members.,Participate in and support cross-technology process improvement initiatives.,Manage individual workload and deliver to agreed-upon project milestones.,Actively participate in HR performance measurement processes.,Coach/mentor other team members as appropriate.,Demonstrate governance, control, and risk management behaviors.

3-5 years' experience in US Securitized products business.,Strong business and technical foundation in non-agency markets.,Experience in working as a quantitative strategist for the front office.,Deep knowledge of Interest Rate Models, Prepayment and Credit/Loss models.,Master's Degree or PhD in a STEM discipline.,Extensive knowledge of FICC markets, products, and valuations, with specialized knowledge in MBS/CMO, particularly in the non-agency space.,Significant experience in valuation model development and integration of models in valuation systems.,College degree, or specialized training / equivalent work experience.,5-7 Years of related experience.,Must be detail oriented and possess problem-solving skills.,Must be able to work independently with minimal supervision and establish priorities.,Proficient in interpersonal communication (both oral and written), and have the ability to communicate effectively with all levels of staff and management.

Master's Degree or PhD in a STEM discipline, or College degree/specialized training/equivalent work experience

Occasional Domestic Travel (1-33%)