Quantitative Modeler/Developer Quantitative Modeler/Developer …

Analytic Recruiting Inc.
in New York, NY
Permanent, Full time
Be the first to apply
Competitive
Analytic Recruiting Inc.
in New York, NY
Permanent, Full time
Be the first to apply
Competitive
Posted by:
Jim Geiger • Executive Recruiter
Posted by:
Jim Geiger
Executive Recruiter
A New York based financial firm specializing in mortgage-backed securities and other asset backed products is seeking Quantitative Modelers/ Developers.

Responsibilities

  • Develop and enhance credit models in the RMBS/ABS/Consumer Lending space via data driven credit risk analysis.
  • Develop loan origination and pricing models
  • 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
  • This is a hybrid modeling/development role

Requirements

  • MS or PhD degree in a Statistics/Data Science, Computer Science, Mathematics, or Financial Engineering from a top university
  • Strong development skills in Python/R/C++
  • Demonstrated credit modeling experience
  • Experience developing credit and/or prepayment models in the RMBS/ABS space
  • 3-5 years Industry exposure to fixed income valuation and risk management. Exposure to structured credit (RMBS, CLOs, CMBS, ABS)
  • 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

Key Words: C++, Python, Credit, Modeling, RMBS, CLOs, CMBS, ABS

Please send resumes to Jim Geiger jeg@analyticrecruiting.com

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