Quantitative Modeler
: Job Details :

Job description:Quantitative Modeler / Data Engineer10 Billion AUM Hedge Fund, we are committed to developing state of the art models and technology, driving our investment and risk management decision making processes. This platform is driven by cutting-edge, cloud-based data & ML solutions. Weare looking for a highly motivated and talented Quantitative Software Developer / Credit Modeler with a strong academic background and a passion for data, machine learning and the desire to join a strong, collaborative team.Responsibilities:This is a hybrid credit modeling / software development roleEstimate / develop and enhance credit models in the securitized products (RMBS/CMBS/ABS/CLO) space via data driven credit risk analysisDevelop production quality ETL and data integrity processes to build and maintain credit modelsCreate visual tools for monitoring, back testing and adjusting model performanceDevelop tools to analyze bid lists, dealer offerings, and new issue deals in the structured credit space with an eye towards automationCollaborate with data scientists, analysts, traders, and other stakeholders to understand requirements and deliver high-quality data solutionsQualifications:Qualifications:BS in Computer Science, Statistics/Data Science, Mathematics, or Financial Engineering degree from a top university. MS degree preferred2-4 years experience as a research modeler / quant developer in a hedge fund, asset manager, banking, or fintech environment focused on structured products or consumer creditProven modeling skills in R and Python. Experience building loan-level credit / prepayment models through all stages from data preparation, data analysis, model estimation through deployment into productionExperience with generalized regression models as well as machine learning frameworksVery strong programming and software design skills (Python, C++) requiredVery strong SQL and DB skills for creating/maintaining necessary tables for data preparation and analysisExcellent communication skills and ability to work collaboratively in a team environment with a flexible, organized, and driven personalityEnthusiastic about leveraging models into the firm's investment process in the structured credit space (RMBS, CMBS, ABS, CLOs)Knowledge of structured products and/or risk management in a fixed-income environment is requiredExperience creating visualization tools for monitoring or model performance adjustment in a modern JS framework (React, Angular, Vue) is a plusWhy is This a Great Opportunity:Competitive salary and benefits package.A dynamic and inclusive work environment with opportunities for professional growthAccess to the latest technologies and tools in the data engineering fieldSupport for continuous learning and career development#J-18808-Ljbffr