Location: New York,NY, USA
Job description: Quant Modeler/Developer Quantitative Research GroupKey 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 environmenta plus Experience with integrating data/memory-intensive processes into a cloud-based environmentis a plus Why is This a Great Opportunity: Working for a profitable Asset Manager in Midtown, Manhattan with a flat structure that's expanding. Very collaborative environmentSalary Type : Annual SalarySalary Min : $ 150Salary Max : $ 200Currency Type : USD