- Citigroup (New York, NY)
- …modeling rates, including mortgage rates, in the Monte Carlo simulation within the mortgage pricing model. Another aspect of the job is analysis of model ... team to help develop and refine its models for pricing , hedging and risk management of mortgage -backed...the team's analytics library and tools for the trading desk . **Responsibilities:** + Create, implement, and support quantitative models… more
Locations:
New York