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NRZ Quant Analyst/Modeler

New York

Permanent Capital Vehicles

Ref#: 2113

Date published: 25-Sep-2017

New Residential Investment Corp. (NYSE: NRZ) is a publicly traded real estate investment trust (“REIT”) that focuses on investing in, and actively managing, investments primarily related to residential real estate, specifically excess MSRs, servicer advances, non-agency RMBS & associated call rights and other securitized products related investments. 

New Residential is externally managed and advised by an affiliate of Fortress Investment Group LLC a highly diversified global alternative investment manager with $70.2 billion of assets under management as of March 31, 2017.

NRZ is seeking a Senior Mortgage Quantitative Analyst/Modeler to develop and maintain prepayment and credit models in the securitized products space, including agency/non-agency mortgages and consumer credit. 

The ideal candidate will have:
Prior work experience modeling securitized products 
Experience working with large datasets in AWS
Ability to code and debug in Python and R
Knowledge of various parallel computing frameworks

Additionally, the following skills are preferred:
Knowledge of Loan Performance, Intex and agency loan-level data sets
Familiarity with bond structuring
Experience in pricing/modeling MSRs
Experience with unsecured consumer credit

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Fortress Investment Group LLC collectively with its subsidiaries and operating affiliates is an equal opportunity employer and considers all applicants for employment without regard to race, religion, creed, color, sex, age, national origin, citizenship status, disability, genetic information, protected veteran status, marital status, sexual orientation, gender identity, or any other status protected by federal, state or local law.