Address
Form of work
SalaryCAPITAL MARKETS QUANTITATIVE RESEARCHER – DEEPHAVEN, MN.
Blue Water Financial Technologies, LLC seeks someone to be responsible for providing quantitative analysis and modeling to core investment program.
Duties include:
Analyze client investment risk, valuation, and sales potential; perform volatility surface calibration, profit & loss attribution, calibration of derivative valuation models, and optimal hedge analysis; manage complex data modeling projects in model life cycle-empirical model development, monitoring, maintenance, documentation, and governance; conduct complex statistical evaluations and quantitative modeling for investment prepayments, rates, risk and growth opportunity; perform valuation modeling and mathematical modeling techniques and model back testing; and, investigate complex issues and provide information and data to senior client managers to be used for client communication strategy.
Requirements:
Master’s degree in Finance, Statistics, Mathematics, or closely related quantitative field plus 2 years’ experience in: a quantitative research role; mathematical and analytical skills; Python and C++ programming; C, MATLAB, and R; and, CAPITAL MARKETS trading desk environment with mortgages and mortgage servicing rights.
May permit telecommuting. Apply on Indeed.com with reference #267.
Job Type: Full-time
Pay: $130,000.00 per year
Benefits:
- 401(k)
- 401(k) matching
- Dental insurance
- Employee assistance program
- Flexible spending account
- Health insurance
- Health savings account
- Life insurance
- Paid time off
- Vision insurance
Schedule:
- 8 hour shift
Work Location: Hybrid remote in Deephaven, MN
