Quant Developer Quant Developer …

Alexander Chapman
in New York, NY
Permanent, Full time
Last application, 17 Jun 21
Competitive
Alexander Chapman
in New York, NY
Permanent, Full time
Last application, 17 Jun 21
Competitive
Posted by:
Diana Balan • Recruiter
Posted by:
Diana Balan
Recruiter
Hybrid modeling/ development role

Key Responsibilities

·         Estimate / Develop and enhance credit models in the RMBS/CMBS/ABS/Consumer Lending space via data driven credit risk analysis.

·         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

 

Skills and Requirements

·         BS or MS degree in Computer Science or Econ / math with strong, demonstrated programming skills required

·         MS degree in a Statistics/Data Science, Computer Science, Mathematics, or Financial Engineering from a top university preferred

·         Strong development skills in Python/R;   C++ programming skills a plus

·         Demonstrated credit modeling experience, experience working with large datasets

·         Experience developing credit and/or prepayment models in the RMBS/CMBS/ABS space

·         3-5 years Industry exposure to fixed income valuation and risk management

·         Self-motivated, organized, driven individual with excellent communication skills

·         Open, flexible personality that works well with a team

·         Knowledge of cloud computing technology a plus

More Jobs Like This
See more jobs
Close
Loading...
Loading...