Quantitative Analyst
3 weeks ago
Job Title: Quantitative Analyst - Securitization Expert
About TeamSecWe are a leading provider of Securitization-as-a-Service, leveraging AI-driven analytics and structured finance expertise to empower clients to convert assets into securities.
**Key Responsibilities:**
- Design and test advanced valuation, pricing, and risk assessment models for Asset-Backed Securities (ABS) and Mortgage-Backed Securities (MBS) products.
- Execute in-depth securitization asset valuation and pricing analyses, factoring in market dynamics, cash flows, and collateral analysis.
- Perform comprehensive sensitivity, scenario, and stress testing on ABS and MBS assets, identifying and mitigating risks.
**Requirements:**
- Minimum 5 years of experience in securitization or structured finance with substantial experience in valuation and pricing.
- Advanced proficiency in Python, R, SQL, and financial modeling tools; VBA and Excel are also highly valued.
- Demonstrated capacity for handling complex datasets and conducting detailed risk assessments.
Estimated Salary: $120,000 - $180,000 per annum. The salary range is based on industry standards and may vary depending on location and experience.
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