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Quant Modeler/Developer Job Opening In New York – Now Hiring Job Juncture


Job description

Job description:

Quant Modeler/Developer 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 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 environment
  • Experience with integrating data/memory-intensive processes into a cloud-based environmentis
  • Why is This a Great Opportunity:

    Working for a profitable Asset Manager in Midtown, Manhattan with a flat structure that's expanding.

    Very collaborative environment

    Salary Type : Annual Salary

    Salary Min : $

    Salary Max : $

    Currency Type : USD

    Required Skill Profession

    Computer Occupations


    • Job Details

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