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发帖数: 94 | 1 Please contact me with your resume, compensation expetation, availability, whether you need work sponsorship etc details if you are interested.
y****[email protected]
Title: Associate or VP
Compensation: competitive package including base, bonus, and benefits
Description of position
Nomura Securities Inc is seeking to fill an Agency securities specialist
position in its Independent Valuations Group (IPV).
As an integral part of the IPV team, the Securitized specialist will work to
independently verify desk prices for a wide array of Agency securities.
Primary responsibilities include month-end testing, reviewing new deals,
improving existing methodologies while researching and implementing new ones
, ad hoc pricing projects, and liaising with senior management, trading,
risk, product control, model validation, and other groups. Additional
duties involve preparing a monthly summary report for senior management and
conducting monthly valuation meetings where this information is presented.
The specialist will have a visible role within the Finance group, and will
also interact frequently with a broad range of groups. Ability to work
under pressure is a must for this role.
Skills and Experience
The candidate should have in-depth knowledge and hands-on experience with
Agency securities such as Agency CMO tranches (PACS, TACS, floaters, inverse
floaters, IOs/Pos, etc.), Pass-throughs and TBA securities. The candidate
should be familiar with the following interfaces – Bloomberg, INTEX,
Yieldbook – and the following models – Blackrock model, AnSer or other
models. There will be situations where the she or he will need to review
cash flows and assumptions in developing an opinion about the reasonableness
of the value of a security.
Education
A MS or PhD in a quantitative field, including but not limited to Physics,
Financial Engineering, and Economics.
A minimum of 3 years of direct experience with Agency mortgage products is
required. |
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