This leading Real Estate PE Investment Manager is seeking a Quantitative Analyst to join their team of financial analyst tasked with maintaining and expanding its diverse real estate investment platform. You would play a critical role in every financial aspect of the European real estate investment activity, focusing on industrial real estate across the UK, Germany, Poland. This is a challenging opportunity to apply your strong math modelling skills at the very frontier of quant analysis of Industrial Real Estate portfolios.
PE, Credit Default modeling, FX, Interest Rates, Swaps
- Develop financial models to evaluate, monitor and project investment performance.
- Facilitate the investment decision-making process and assist with ad hoc statistical analysis (e.g., regressions, attribution analysis, etc.)
- Evaluate financial statements to quantify the probability of default and credit hedging opportunities
- Evaluate FX and interest rate hedging (caps, swaps etc) opportunities
- Prepare internal and external investment memoranda and other presentation materials
- Communicate with senior management about existing and potential investment opportunities
- Assist developing new infrastructure, methodologies, data models & libraries.
- 1-5 years’ experience post-doc in quantitative finance or quant research
- Advanced degree (PhD preferred) in scientific discipline (e.g., mathematics, statistics, physics, Engineering, etc.)
- Good programming skills in Python, Excel, VBA, SQL and an OO language such as C++ or C#
- Develop math models, statistical & probability analysis, FX and interest rate hedging type issues
- Previous Data Science, ML experience useful / essential
- Strong written, verbal, and presentation skills
- Sincere interest in Commercial Real Estate