What are the responsibilities and job description for the Mortgages Valuation Specialist position at Dynamics Executive Search?
Mortgages Valuation Specialist, New York, NY
A leading multi-strategy hedge fund is looking to add a Mortgage Valuation Specialist. This role will require expertise within mortgage markets, structured products, and some derivatives.
Responsibilities:
- Own intraday and end-of-day pricing and valuations for mortgage products, integrating and calibrating pricing models and incorporating related market data.
- Publish and sign off on the firm’s official end-of-day marks and curves.
- Serves as the primary interface for portfolio managers to go to for issues around pricing, position, risk, technology, and security setup related issues.
Qualifications:
- Minimum 3 years experience in mortgages pricing, valuation, risk, or quantitative analytics
- Bachelor’s degree in a quantitative field (Engineering, Mathematics, etc.), Master’s degree is preferred
- CFA preferred
- Familiarity with pricing models and curve construction
- Ability to manage multiple projects in a fast paced and time sensitive environment
- A self-starter who will thrive in an entrepreneurial environment
- Python and/or SQL skills for process automation and data analysis
Additional Information:
- In office policy: 5 days per week