Join a leading $10 Billion AUM Hedge Fund in New York City as a Senior Quantitative Modeler / Data Engineer specializing in structured credit. We're seeking a talented professional to develop cutting-edge models and cloud-based data & ML solutions that drive our investment and risk management processes in the securitized products space.
• Develop and enhance credit models for RMBS, CMBS, ABS, and CLO products
• Design and implement ETL processes and data integrity checks
• Create visual tools for model monitoring, backtesting, and performance adjustment
• Automate analysis of bid lists, dealer offerings, and new issue deals
• Collaborate with cross-functional teams to deliver high-quality data solutions
• Contribute to the firm's investment process in structured credit
• BS/MS in Computer Science, Statistics, Mathematics, or Financial Engineering from a top university
• 2-4 years' experience as a research modeler or quant developer in structured products or consumer credit
• Expertise in R and Python for loan-level credit/prepayment modeling
• Proficiency in generalized regression models and machine learning frameworks
• Strong programming skills in Python and C++
• Advanced SQL and database management skills
• Excellent communication and teamwork abilities
• Knowledge of structured products and fixed-income risk management
Experience the energy of the world's financial capital while working in the heart of Manhattan. New York offers unparalleled career opportunities, cultural experiences, and a vibrant lifestyle for professionals in the finance and technology sectors.
• Competitive salary range of $175,000 - $225,000 plus a 150% bonus potential
• Access to state-of-the-art technologies and tools in quantitative finance
• Collaborative team environment fostering innovation and growth
• Continuous learning and career development support
• Opportunity to impact investment strategies at a leading hedge fund
If you're passionate about quantitative modeling, data engineering, and structured credit, we want to hear from you. Join our team and help shape the future of financial technology and investment strategies.
[Keywords: quantitative modeling, data engineering, structured credit, RMBS, CMBS, ABS, CLO, Python, R, SQL, machine learning, hedge fund, investment strategies, risk management]