Creating models and strategies that the desk will used to drive trading decisions Effective candidate will have a proven track record of being able to market and sell strategy to the trading desk Analyzing and managing the risk of the positions currently open ton the books Creating pricing and making models and tools for securities that are currently on the books or about to be purchase or bid on Creating trader efficiency tools There is a strong possibility of needing to discuss and market models with clients Requirement skills: Strong mathematical, analytical skills and knowledge of the securitization business with an emphasis on mortgage related products Strong hands on technology skills are also key to this role(C++ programming and statistical packages such as SAS or Mat lab) strong communication skills are necessary. The ideal candidate must have not only spent a good amount of time building models and writing code, but selling strategies to the desks with a good track record of positive results.