Senior Associate, Complex Asset Solutions
Our professionals balance analytical skills, deep market insight and independence to deliver solid, defensible analysis and practical advice to our clients. As an organization, we think globally. We create transparency in an opaque world, and we encourage our people to do the same. That means when you take your place on our team, you'll discover a supportive and collaborative work environment that empowers you to excel. If you're ready to share your perspective with the world, then you can make a real impact here. This is the Duff & Phelps difference.
Duff & Phelps' Complex Asset Solutions (CAS) professionals work on a variety of challenging assignments in which we improve our clients' ability to identify, measure, control, diversify, mitigate, and/or exploit risk. Our team applies sophisticated mathematical models and innovative processes to design and evaluate complex financial instruments and whole loans, drawing upon the latest developments in mathematics, computer science, and finance theory. These approaches are married with applications that apply market experience and current data and conditions. Our clients gain understanding of complex issues and an ability to make decisions based on rigorous analysis and deep expertise, rather than best guesses, resulting in an enhanced ability to achieve their goals.
At Duff & Phelps, your work will help protect, restore and maximize value for our clients. Join us and together we'll maximize the value of your career. RESPONSIBILITIES:
- Maintain and optimize existing pricing and risk management system.
- Monitor daily performance of pricing and risk management system.
- Debug and resolve technical related issues identified by business analyst.
- Develop and Implement new functions to enhance current system.
- Design new products and integrate them into existing system.
- Working as part of a team to provide a wide range of advisory services, including pricing, risk analysis and portfolio solutions.
- Working with senior management to develop new business initiatives and lead junior personnel.
GOOD TO HAVE:
- A Bachelors, Masters or Ph.D. in computer science or a quantitative discipline.
- 4 - 8 years of experience in programming and system development.
- Strong knowledge on Python / C# and C++.
- Good understanding of relational databases, SQL and hands-on experience writing complex SQL queries for large datasets
- Experience with multi-threading and distributed computing
- Strong verbal and written communication skills
- Demonstrated leadership experience and strong personal integrity .
- Direct experience in analyzing, pooling, and modeling loans and loan pools
- Familiarity with cashflow modeling and loan amortizations
- Experience in processing servicer loan tapes
- Familiarity with Docker and Kubernetes
In order to be considered for a position at Duff & Phelps, you must formally apply via careers.duffandphelps.jobs
Duff & Phelps is committed to equal opportunity and diversity, and recruits people based on merit.