Quantitative Analyst
Posted on 09/29/2008

Position
Hyperion Brookfield seeks a Quantitative Analyst.

Requirements

• Master's Degree in Finance, Business Administration or related discipline
• Minimum of one year technical experience
• Advanced VBA and C++ skills

Responsibilities

• Analyze securities for Company's core fixed income strategy
• Analyze and develop mortgage-backed securities (“MBS”) to deliver optimized risk and return exposure versus the fixed-rate MBS portion of the Lehman Brothers Aggregate Index
• Research investment opportunities within Credit MBS strategy that offer higher yielding non-Agency MBS, commercial MBS (“CMBS”), and mortgage-related asset-backed securities (“ABS”)
• Evaluate and analyze CMBS with a focus on security selection and the relative value among credit rating classes of CMBS
• Utilize strategic asset allocation, tax optimization, asset/liability management (“ALM”), and investment accounting and reporting to identify attractive investment opportunities for our clients' portfolios
• Generate monthly client risk reports
• Prepare analysis reports for audit documentation, delinquency reports and ad hoc reports for specific CMBS accounts
• Produce reports to evaluate performance analysis which includes and attribution rate measurements

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