Quant Modeler/Developer

Job description :

Quant Modeler / Developer Quantitative Research Group

Key Responsibilities

• This is a hybrid modeling / development role
• Estimate / Develop and enhance credit models in the RMBS / CMBS / ABS / CLO / Consumer Lending space via data-driven credit risk analysis for a 10 Billion Hedge Fund focused in Structured Credit
• Develop production quality ETL and data integrity processes to build and maintain credit models
• Create visual tools for monitoring and adjusting model performance
• Develop tools to run and analyze bid lists, dealer offerings, and new issue deals in the structured credit space with an eye toward automation

Qualifications :

Skills and Requirements

• BS in Computer Science, Data Science, Statistics, Economics, Math, or equivalent degree from a top university
• MS degree in a Statistics / Data Science, Computer Science, Mathematics, or Financial Engineering from a top university preferred
• up to 10 years experience as a research modeler / quant developer in a hedge fund, asset manager, fintech, or banking environment focused on structured products or fixed-income
• Proven modeling skills in R or Python. Experience building loan-level credit / prepayment models from data preparation, data analysis, and model estimation through deployment into production
• Experience with generalized regression models as well as machine learning frameworks
• Very strong programming and software design skills (Python, C++)
• Very strong communicator, flexible personality, organized, driven personality
• Enthusiastic about leveraging models into the firms investment process in the structured credit space (RMBS, CMBS, ABS, CLOs).
• Knowledge of structured products and / or risk management in a fixed-income environment
• Experience with integrating data / memory-intensive processes into a cloud-based environmentis

Why is This a Great Opportunity :

Working for a profitable Asset Manager in Midtown, Manhattan with a flat structure that's expanding. Very collaborative environment

Salary Type : Annual Salary

Salary Min : $

Salary Max : $

Currency Type : USD