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Montclair

    Quant Modeler/Developer - Montclair, United States - Job Juncture

    Job Juncture
    Job Juncture Montclair, United States

    3 weeks ago

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    Description

    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 environmenta plus
    • Experience with integrating data/memory-intensive processes into a cloud-based environmentis a plus
    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 : $ 150

    Salary Max : $ 200

    Currency Type : USD

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