Learning to code via MBS valuation
Hi all
I've finished my final exams, and wanted to develop my programming in R, Python and SQL, and learn more statistics, before I start work in IB this July. Despite starting FT in investment banking, I've spent some time interning with Mortgages structuring/trading desks and had a great time. Is there anybody from these spaces who could recommend some good courses to learn how to value these securities? Particularly, any resources that encompass a coding element, or any quant finance courses/books that would help my learning.
Moreover, if there is a resource out there which lets me find raw loan data so I can try securitising it myself if I can pick up enough, I'd appreciate if you could point me that way.
In terms of my background, I have a Dual Honours Maths degree from a target uni (not Oxbridge).