The position requires someone that is highly quantitative, with a strong statistics background (specifically in time series), strong attention to detail, and that can discuss MBS/ABS valuation with industry and academic leaders in the area.
Phd in economics, mathematics, or physics
Minimum 2 years experience
Strong Background in C++ or C# skills for algorithmic development
Strong experience with SQL and working with large data sets
Ability to statistically validate work.
Ability to stay on top of industry and academic research in MBS/ABS