Quantitative Researcher Quantitative Researcher …

State Street Corporation
in Burlington, MA, United States
Permanent, Full time
Be the first to apply
Competitive
State Street Corporation
in Burlington, MA, United States
Permanent, Full time
Be the first to apply
Competitive
State Street Corporation
Quantitative Researcher
The quant team at Charles River Development is recruiting a Quantitative Researcher to work on structured products modeling. This is a senior role on the team and the successful candidate will work closely with the Head of the team to develop and execute the structured products modeling strategy.

The Quantitative Researcher will:
  • be the team's subject matter expert
  • design and build prepayment, default and other models for a wide range of collateral types including CRE, Auto and Credit Cards
  • train junior team members in modeling methodologies
  • collaborate with the Analytics team on model implementation
  • stay current on industry and market trend

The requirements for the position are:
  • at least five years of quantitative modeling experience
  • at least two years of experience modeling structured products
  • expertise in structured product analytics (OAS, effective duration, etc.) and Monte Carlo methods
  • strong knowledge of econometric and statistical modeling methods, especially as applied to credit modeling
  • be an accomplished user of Python, SQL and Excel

Finally, experience with Intex and CRE will be considered particularly valuable.
Company Overview

From technology and product innovation to corporate responsibility and community development, we're making our mark on the financial services industry. For more than two centuries, we've been helping our clients safeguard and steward the investments of millions of people - strengthening markets, building communities and creating opportunities for growth.

We owe that longevity to the commitment, expertise and creativity of our employees. Our continued success depends on our ability to attract and develop the best talent in the industry. That's why we're keenly focused on employee development, corporate citizenship and inclusion.

For us, success comes in the mark we make as an organization - for the industry, our clients, our communities and each other.

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