full-time
Sr Analyst, Quant Research
Pennymac
- Employer
- Pennymac
- Location
- Westlake Village, California, United States
- Working pattern
- on-site
- Salary
- USD
About the role
The Senior Analyst will support the development and maintenance of prepayment, interest rate, and derivative pricing models within the Capital Markets team. They will also build data pipelines, perform risk analytics, and collaborate with trading desks to execute sensitivity analyses. Candidates must hold a Master's degree in a quantitative field or a Bachelor's degree with 2-3 years of relevant experience. Proficiency in programming languages like Python, C++, or R and a solid understanding of fixed income mathematics are required.