Secondary Markets Analyst

We are IT Contact, an IT company involved in the development of software for international FinTech clients. We provide end-to-end services (from the design of solution and software development to big data analysis and machine learning) and deliver smart solutions in the area of mortgage lending and loan business processes optimization.

We are looking for talented Secondary Market Analyst with the relevant experience in mortgage industry.

Duties & Responsibilities:

• model Validation / Model Risk Stream;
• pipeline management and Hedging;
• derivatives (Futures and Options contracts) Analysis;
• creating / Maintaining Swaps Trading Strategies;
• verify Structured options' model inputs, market data and calculation settings;
• create models for Volatility Surfaces / Forward Curves construction.

Knowledge and Skills Required:

• 2 years of mortgage banking or equivalent experience with a strong understanding of secondary;
• market executions, mortgage servicing practices;
• derivatives trading, pricing;
• fixed Income;
• enhanced Excel Skills (VBA is a plus), Python, Matlab, Monte Carlo Simulation.

Education and Experience Required:

Bachelor’s Degree in Finance / Business / Management / Economics.

We offer:

• incredible international experience in mortgage loaning without relocating from Russia;
• amazing atmosphere in a team of like-minded people, who strive to grow-up in a professional way;
• perfect opportunity to improve your English with native speakers;
• everything you need for comfortable work: competitive salary (totally white), official employment according to Russian labor legislation, fixed working schedule (5/2), comfortable office with good transport accessibility, corporate training system (paid internship), the possibility of continuous development and local training.