Our client, a $500 billion asset manager in Manhattan, is looking for a quant modeler to join its Quantitative Analytics team within a newly formed division within the firm. This person will focus on cash flow and analytics projections for various public and private securities.
The ideal candidate will have 4-8 years of structured products experience, and MUST have Python and SQL.
Responsibilities:
- Provides financial, analytical, modeling expertise to build quantitative models for business projects.
- Implement, back test and validate current asset models.
- Build visual tools for monitoring and adjusting model performance.
- Hands on modeling during the entire life-cycle.
Requirements:
- 4-8 years experience in a quant modeling role, preferably in structured products
- Advanced degree in financial engineering, statistics, mathematics, or similar quantitative field
- Experience with structured credit (RMBS, CLOs, CMBS, ABS)