Agency MBS Desk Strategist

**Responsibilities:**

• Lead prepayment analytics and strategy for the Agency MBS desk, influencing positioning, risk-taking, and revenue generation.

• Work closely with MQA (Market Quantitative Analysis) to identify limitations in existing prepayment models, enhance and recalibrate current frameworks, and drive the development of next-generation models to improve forecasting accuracy and trading outcomes.

• Partner closely with traders to drive relative value views, trade ideas, and portfolio construction decisions based on borrower behavior, collateral dynamics, and market dislocations

• Coordinate with Sales, Research, Capital Markets and other organizations across the firm to support client engagement and franchise growth
• Support the desk on broader quantitative initiatives, including development of analytics, tooling, and models to enhance decision-making, and optimize hedging strategies across Agency MBS, with a focus on mortgage derivativ...