Looking to hire a team of valuation and structured product quants for valuation,model development, and risk management of the most diverse and complex portfolio of MBS, CDOs, and other financial products, in the world.

Some individuals will participate in model review and model validation, market and credit risk mamagement of structured securities and derivatives. For these individuals we need advanced degrees in quantitative fields and at least 3 years of experience valuation and modeling of complex derivatives.

Other individuals will work on quarterly pricing calculations, monthly pricing estimation and other reports for these complex instruments and produce commentary for senior management. For these individuals we prefer Finance/Accounting/Economics with a quant bias and 1-3 years of experience working in stucturing/valuation of securitized products. We need expertise particularly in collateral performance, waterfall structures, valuation techniques and cash flow modeling. You will also need excellent VBA/Excel and Access with Bloomberg etc.

We also need MBA's with front office analytics to do SWAP unwinds analysis and CVA analysis and other trade unwind risk exposures. Here we need 3-4years in front office analytics for derivative products.

All in all we have complex issues relating to a trillion dollar plus array of assets that creatte an endless supply of  disparate valuations