« Back to Summary Apply now >

Junior Quant Modeler/Developer – Quantitative Research Group

  • 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).
Attach a resume file. Accepted file types are DOC, DOCX, PDF, HTML, and TXT.

We are uploading your application. It may take a few moments to read your resume. Please wait!

Like what you just read and think its worth sharing? Sharing is caring.