Opportunity Description
**Responsibilities:**
• Lead prepayment analytics and strategy for the Agency MBS desk, influencing positioning, risk-taking, and revenue generation.
• Work closely with MQA (Market Quantitative Analysis) to identify limitations in existing prepayment models, enhance and recalibrate current frameworks, and drive the development of next-generation models to improve forecasting accuracy and trading outcomes.
• Partner closely with traders to drive relative value views, trade ideas, and portfolio construction decisions based on borrower behavior, collateral dynamics, and market dislocations
• Coordinate with Sales, Research, Capital Markets and other organizations across the firm to support client engagement and franchise growth
• Support the desk on broader quantitative initiatives, including development of analytics, tooling, and models to enhance decision-making, and optimize hedging strategies across Agency MBS, with a focus on mortgage derivativ...
• Lead prepayment analytics and strategy for the Agency MBS desk, influencing positioning, risk-taking, and revenue generation.
• Work closely with MQA (Market Quantitative Analysis) to identify limitations in existing prepayment models, enhance and recalibrate current frameworks, and drive the development of next-generation models to improve forecasting accuracy and trading outcomes.
• Partner closely with traders to drive relative value views, trade ideas, and portfolio construction decisions based on borrower behavior, collateral dynamics, and market dislocations
• Coordinate with Sales, Research, Capital Markets and other organizations across the firm to support client engagement and franchise growth
• Support the desk on broader quantitative initiatives, including development of analytics, tooling, and models to enhance decision-making, and optimize hedging strategies across Agency MBS, with a focus on mortgage derivativ...
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