- 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
- City National Bank (TX)
- …**WHAT IS THE OPPORTUNITY?** Responsible for minute to minute / daily mortgage pricing /risk/performance metrics aligned with corporate strategy, and business ... Degree or equivalent + 3-7 years broad based residential mortgage analytics, including pricing of loans, product...+ 3 years of experience in reporting and analytics software /models. **Skills and Knowledge** + Residential Mortgage … more