Director, Senior Front Office Prepayment and Credit Quant - New York, NY

+We are working with a leading market making team in credit. · ++Developing algorithmic trading strategies · Maintaining risk and performance · ...

We are seeking a Credit Quant Developer with 5+ years of experience in the financial services industry to play a key role in designing, developing and maintaining applications supporting core investment, operations and finance workflows. · 5+ years of professional software develo ...

A leading global investment firm is seeking a VP to join its Quantitative Risk Strategies team within the Public Credit business of a $150B+ credit fund. · ...

+Job summary · We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. · +QualificationsPhD in Mathematics, Statistics, Computer Science, Engineering, Physi ...

The Director, Senior Front Office Prepayment and Credit Quant focuses on developing, implementing, and maintaining mortgage prepayment credit models. · ...

The Director Senior Front Office Prepayment and Credit Quant focuses on developing implementing and maintaining securitized products and structured credit default prepayment and pricing tools otherwise providing analytic support to front office acquisition management and disposal ...

Blackstone's Summer Analyst Program is a 10 week in-person experience offering participants extensive exposure across the firm. · ...

Morningstar DBRS is a global credit ratings business, formed through the July 2019 acquisition of DBRS by Morningstar, Inc., the ratings business is the fourth-largest provider of credit ratings in the world. · ...

This role involves executing proprietary research for building various types of credit rating models, such as factor models and predictive models covering asset classes of ABS, CMBS, Covered Bond, RMBS and Structured Credit. · ResponsibilitiesSupport rating methodology developmen ...

We are seeking a technically exceptional and commercially minded Vice President to join a front office Credit Quantitative Research function focused on Public Finance markets. · This opportunity is particularly well suited to experienced C++ or other object oriented language Quan ...

We are partnered with an elite systematic trading group known for their roots in the volatility space who is building out a quant development group from scratch. · ...

I'm working directly with a newly appointed Senior Portfolio Manager at a leading trading firm who is building from the ground up a substantial Systematic Equities business. · ...

We're looking for a Quant Analyst with deep expertise in credit derivatives to help us push the boundaries of analytics. · Build and enhance credit derivatives pricing models in C++. · Optimize performance and accuracy of existing market data and pricing engines. · ...

As a Lead Engineer in our Quantitative Fixed Income Engineering team you will partner with the Quant Trading team to deliver quantitatively led pricing and trading solutions for the Rates and Credit Businesses. · ...

We are looking for a full-time quantitative credit strategist to work alongside Deutsche Bank's US Flow Credit business.You will need to be a highly motivated self-starter and all-rounder able to understand the relevant finance and the associated mathematics of the credit markets ...

We are looking for a full-time quantitative credit strategist to work alongside Deutsche Bank's US Flow Credit business.You will need to be a highly motivated self-starter and all-rounder able to understand the relevant finance and the associated mathematics of the credit markets ...

We are looking for a full-time quantitative credit strategist to work alongside Deutsche Bank's US Flow Credit business, · Design and build trading workflow and analytics in collaboration with trading and sales people. · ...

We are looking for a full-time quantitative credit strategist to work alongside Deutsche Bank's US Flow Credit business. · ...

Join our Talent Community for New York. · Demand is strong for Python first quant developers who partner with model risk and validation teams to productionize libraries, automate back tests, and support SR 11 7 driven testing and controls. · ...

The XVA Trader will provide XVA funding and capital pricing to sales desks. · Provide XVA funding and capital pricing to sales desks. · ...