Quantitative Modeler / Data Engineer
New York, New York – Hybrid – 4 Days Onsite and 1 Day Offsite
About The Role:
10 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. We are 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.
What You’ll Do:
Estimate / develop and enhance credit models in the securitized products (RMBS/CMBS/ABS/CLO) 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, back testing and adjusting model performance
Develop tools to analyze bid lists, dealer offerings, and new issue deals in the structured credit space with an eye towards automation
Collaborate with data scientists, analysts, traders, and other stakeholders to understand requirements and deliver high-quality data solutions
What We’re Looking For:
- 3-5 years of experience in a Quant Modeler role
- Bachelor's degree
- Skilled and proficiency in python, quant research, credit risk analysis, structured products and fixed income
- Excellent problem-solving and troubleshooting skills
- Ability to work well in a team environment and communicate effectively with colleagues and end users
Additional Notes:
- Candidate must be willing to take HackerRank
- Must be a US Citizen or Green Card
- Relocation is available for the right candidate
- Company has great benefits so base salary is $175-$225k based on salary and a total $300k-$350k comp package with bonus
OOJ-1400
