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    Quantitative Financial Analyst-Leading Global Investment Management Firm - Los Angeles, United States - Recruiting Resources, Inc.

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    Description
    Leading global asset management firm experiencing rapid growth is looking for an excellent Quantitative Financial Analyst.


    Salary:
    $80-$95k % bonus

    Hybrid: 3 days/week in office-Woodland Hills, CA


    The Quantitative Development team maintains a suite of proprietary mortgage investment risk models developed in-house for financial reporting, risk measurement, pricing, and strategic business decisions.

    These models ensure underwriting consistency and accurate stress testing of the Consumer & Residential investment portfolio, making your contribution invaluable.


    Responsibilities:
    Analyze portfolio loan tapes, verifying data consistency and generating stratifications and analysis
    Assess risk parameters of portfolios, deriving loss assumptions from historical performance
    Running internal pricing & risk models
    Perform ad-hoc requests for data analysis, query, etc., as needed.
    Automating reporting and monitoring processes for existing transactions
    Assist various trading needs, including macro trend analysis, asset allocation, optimizations, etc.

    Qualifications and Experience:
    Minimum Master's degree in a Quantitative background (statistics, machine learning, quantitative finance, financial mathematics, econometrics, physics, mathematics)
    1-3 years of professional experience working in a quantitative capacity
    Efficient Python/C#/SQL programming skills, C++ programming skill is a plus
    Experience handling large data sets
    Financial fixed income knowledge, especially on US residential mortgages
    Strong communication skills, both written and verbal
    Ability to work in a fast-paced environment, under pressure, and deliver on time

    #J-18808-Ljbffr


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