Senior Quantitative ModelerDeveloper

Our customer is a $10Bn Hedge Fund out of Manhattan New York that is looking to add a Senior Quantitative Modeler/Developer with strong Python skills to model and develop credit models in the RMBS/CMBS/ABS/CLO/Consumer Lending space via datadriven credit risk analysis

and nbsp;

Sr.Quant Modeler/Developer Quantitative Research Group

and nbsp;

Key Responsibilities

• This is a hybrid modeling/development role
• Estimate / Develop and enhance credit models in the RMBS/CMBS/ABS/CLO/Consumer Lending space via datadriven credit risk analysis for a $10 Billion Hedge Fund focused in Structured Credit
• 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 with an eye toward automation

and nbsp;Qualifications

and nbsp;

Skills and Requirements

• BS in Computer Science Data Science Statistics Economics Math or equivalent degree from a top university
• MS degree in a Statistics/Data Science Computer Science Mathematics or Financial Engineering from a top university preferred
• up to 10 years experience as a research modeler / quant developer in a hedge fund asset manager fintech or banking environment focused on structured products or fixedincome
• Proven modeling skills in R or Python. and nbsp;Experience building loanlevel credit/prepayment models from data preparation data analysis and model estimation through deployment into production
• Experience with generalized regression models as well as machine learning frameworks
• Very strong programming and software design skills (Python C)
• Very strong communicator flexible personality organized driven personality
• Enthusiastic about leveraging models into the firms investment process in the structured credit space (RMBS CMBS ABS CLOs). and nbsp;
• Knowledge of structured products and/or risk management in a fixedincome environment and nbsp;a plus
• Experience with integrating data/memoryintensive processes into a cloudbased environment and nbsp;is and nbsp;a plus

Benefits: and nbsp;175000 $275000 and nbsp;Plus an excellent benefits package

Applicants must be authorized to work for any U.S. employer.

Staff Smart Inc. is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race color religion sex pregnancy sexual orientation gender identity national origin age protected veteran status genetic information disability status or any other characteristic protected by law.