Quantitative Services, Structured Products - Manager

Quantitative Services, Structured Products - Manager AERS - Regulatory & Capital Markets Consulting Risk Strategy & Analytics, Financial Services Industry Quantitative Analysis - Mortgage Backed/ Asset Backed Manager   Deloitte's Capital Market Group is looking for a Manager to join its Quantitative Services Team.  The Quantitative Services Team provides MBS and ABS valuation and modeling expertise to Deloitte's clients in North America and worldwide.  The Manager will be tasked primarily with managing team members in providing valuation of complex bonds including residuals, subordinated bonds, structured ABS generally, and related collateral for both internal and external clients, and will also be involved in consulting projects in same areas.     Responsibilities:     *     Serve as a team member for quantitative consulting engagements at banking and other financial institutions firms.  Work on assigned project responsibilities and meet project requirements.  Maintain effective communications with client and team to ensure client satisfaction.   *     Serve as member on full cycle engagement where responsibilities could include:  defining and executing work flows,  detailed execution of pricing projects and documentation of same.  Candidate need to be able to independently develop pricing strategies based on relative value as alternatives for use on projects.   *    Ability to multi-task, communicate effectively with layman and experts are all required. Skills Seeking: Background in mortgage finance, including detailed knowledge of pricing and MBS/ABS bond types and structures is desired.   Bachelors degree within Quantitative, Financial Engineering or Mathematics of Finance strongly preferred.   Understanding of financial instrument valuation concepts is desired and experience with MBS or ABS valuation is a plus.   Strong analytical and computer skills including experience with Quantitative Analysis Technical Tools such as Bloomberg, Yieldbook, QRM, Monte-Carlo Simulations,  Fincad, ALM, Principia, Summit.   The position involves significant amounts of time spent in communication with clients and staff in consultative settings, and therefore good communications and interpersonal skills are required.   We are specifically looking people with the ability to explain difficult financial modeling/valuation concepts to diverse, non-quantitative client contacts and to also be able to interface with experts at various clients.   Personal characteristics should include: presentation, consulting, project management, client, and training / mentoring skills; strong presence and good communications and interpersonal skills; experience in delivering services both assessing risk management capabilities as well as transforming bank risk management environments; conceptual and quantitative depth in risk methodologies and concepts and underlying markets and models; MBA preferred, and a flexible, dynamic work-style appropriate for the consulting areas of a large Big 4 Integrated Professional Services Firm.   Locations:  Metro DC Area (McLean, VA specifically) and New York, NY                                                (Extensive travel may be involved)       Ref:cm08About DeloitteDeloitte refers to one or more of Deloitte Touche Tohmatsu, a Swiss Verein, and its network of member firms, each of which is a legally separate and independent entity. Please see www.deloitte.com/about for a detailed description of the legal structure of Deloitte Touche Tohmatsu and its member firms. Please see www.deloitte.com/us/about for a detailed description of the legal structure of Deloitte LLP and its subsidiaries. Deloitte LLP and its subsidiaries are equal opportunity employers.