The Analytics SBU is responsible for the strategy, execution and development of products that will establish FactSet as the premier technology partner for the Analytics investment community. The FactSet Research group is currently looking to fill the position of Quantitative Researcher to oversee non-agency mortgage prepayment and loss research.
The research team is responsible for defining, establishing and maintaining the quality of the analytics delivered to clients via the FactSet workstation, applications and data feeds. The successful candidate will establish FactSet as a market leader in Fixed Income analytics through original research, publishing in academic journals and timely integration of this research into FactSet applications. To achieve this, strong communication between Research, Product Development, Engineering and Sales specialists is essential.
This position will report to the director of Fixed Income and Derivatives Research.
Set the research direction for non-agency mortgage backed securities
Perform cutting edge research on non-agency mortgage prepayment and loss models
Collaborate with fixed income, derivative and risk researchers, product development and engineering to implement research in the FactSet workstation
Communicate research and model improvements to the market
Stay informed on market developments in non-agency, fixed income markets and regulatory changes
Masters Degree or PhD in a quantitative discipline (engineering, math, physics, statistics) with 2+ years work experience or a Bachelors with 5+ years work experience
Knowledge of applied math and statistics
Deep knowledge of fixed income mathematics, with a focus on analysis of agency or non-agency mortgages and a familiarity with other securitized products
Knowledge of pre- and post-crisis deal structures, loan types, underwriting standards, etc.
Knowledge of non-agency data sources and tools (CoreLogic, Intex, etc.)
Strong knowledge of an object-oriented programming language
Experience using python, MATLAB or similar
Meticulous and detail-oriented
Excellent verbal communication skills
Good to have experience with a database querying tool, FactSet products and a familiarity with derivatives
To find out more about opportunities at FactSet, visit us at www.factset.com/careers, www.facebook.com/factset, or www.twitter.com/factset.
The contractor will not discharge or in any other manner discriminate against employees or applicants because they have inquired about, discussed, or disclosed their own pay or the pay of another employee or applicant. However, employees who have access to the compensation information of other employees or applicants as a part of their essential job functions cannot disclose the pay of other employees or applicants to individuals who do not otherwise have access to compensation information, unless the disclosure is (a) in response to a formal complaint or charge, (b) in furtherance of an investigation, proceeding, hearing, or action, including an investigation conducted by the employer, or (c) consistent with the contractor's legal duty to furnish information. FactSet Research Systems Inc. is an E-Verify participant and EOE/M/F/D/V Employer which strongly supports diversity in the workforce.