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

Description

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

Salary:
$80-$95k % bonusHybrid: 3 days/week in office

• Woodland Hills, CAThe 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 analysisAssess risk parameters of portfolios, deriving loss assumptions from historical performanceRunning internal pricing & risk modelsPerform ad-hoc requests for data analysis, query, etc., as needed.

Automating reporting and monitoring processes for existing transactionsAssist various trading needs, including macro trend analysis, asset allocation, optimizations, etc.


Qualifications and Experience:
Minimum Masters 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 capacityEfficient Python/C#/SQL programming skills, C++ programming skill is a plusExperience handling large data setsFinancial fixed income knowledge, especially on US residential mortgagesStrong communication skills, both written and verbalAbility to work in a fast-paced environment, under pressure, and deliver on time#J-18808-Ljbffr