• Compensation: $100,000 - $175,000 Per Year Plus Bonus

• Location: New York , New York
• Type: Perm
• Job #21532

A structured credit fund with 10B AUM is looking to hire a Junior Quant Modeler/Developer for their 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 
• 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 towards automation

 
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
• 2-3 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, model estimation through deployment into production
• Experience with generalized regression models as well 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 firm’s investment process in the structured credit space (RMBS, CMBS, ABS, CLOs).