NYC Financial Institution seeks Quantitative Analyst that will be responsible for developing loan and pool-level prepayment, delinquency, default and severity models, mortgage basis models, and yield and swap curves.  Successful candidate will assist in applying these models to the valuation, risk measurement and management of a portfolio of mortgage servicing rights. This position requires the candidate to have a PhD and at least 2 years of mortgage prepayment and credit modeling experience.  Candidate must display strong technical skills in SAS, Matlab, S-Plus, C++, SQL.  Must have strong written and oral communication skills.  For consideration please submit your resume in Microsoft Word format to stephen@comprehensiverecruiting.com and refer to JO# TR858.