- US Bank (New York, NY)
- …the Mortgage Industry. Specifically, knowledge pertaining to mortgage servicing rights ( MSR ) valuation , market risk hedging, and current coupon/primary mortgage ... rate generation. -Experience modeling or analyzing mortgage prepayments and delinquencies **.** - Advanced statistical modeling background based on technical training or advanced education in a quantitative field. - Advanced knowledge of various regression… more
- M&T Bank (New York, NY)
- …that directs strategic management and trading for the bank's Derivatives Portfolio and MSR Hedging. This position will be responsible for leading the build-out of ... the MSR Hedging Program at the bank. Effectively communicates financial...research and model results associated with advanced fixed income valuation and prepayment software. + Demonstrated expertise in the… more