Quantitative Analyst, Structured Products Investment Team

What you’ll do

• Help architect and maintain the infrastructure for Structured Products investing.
• Leverage internal and external partners to help with data infrastructure builds.
• Integrate alternative and traditional data sets to help streamline our analytic processes.
• Use Artificial Intelligence (AI) to enhance and optimize processes.
• Work with risk parameters based on High Yield Equivalent and quantitative processes within market-standard analytics platforms such as Bloomberg.
• Manage and assist in special projects within the CLO market.

What’s required

• 3+ years at a sell-side firm in a trading or quantitative research role, or as a quant at a buy-side credit or mortgage-focused fund.
• Undergraduate degree or higher in computer science, economics, engineering, mathematics, physics, or statistics.
• Advanced knowledge of a programming language such as Python, C++, or SQL.
• Advanced skills in Excel and cashflow modeling.
• Extensive experience with third-party structured credit cashflow engines (e.g., INTEX) and API.
• Commitment to the highest ethical standards.