Research Analyst


This individual will have the opportunity to learn and grow alongside an established team of investment professionals in managing a diverse portfolio of fixed income investments for this $22B public mortgage REIT.


Evaluating Agency MBS, Agency Derivatives, MSR, and CRT
Hedging portfolio with US interest rate products, including options
Executing and booking trades, streamlining risk management operations, and surveilling portfolio risk
Analyzing trade data, market trends, and sellside research for new portfolio opportunities
Creating and maintaining strong relationships with our business counterparties
Developing and maintaining tools and reports necessary for managing a large portfolio of fixed income securities, spanning P&L, positioning, valuation and performance
Working cooperatively across all functions of the organization

B.S. degree of higher in Mathematics, Computer Science, Economics, or other quantitative field
1-3+ years of focused experience in MBS or US Rates (research, trading, or quant function)
Strong problem solving and attention to detail
Extensive experience with programming and large datasets
Prior experience with Polypaths, YieldBook, BroadRidge, and Intex a plus
Ability to work as part of a team, with strong communication, ethics, and interpersonal skills

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