Structured Credit Quant Modeler
An industry-leading Private Equity firm is seeking an Investment Risk Manager within their analytical solutions team. The firm manages ~$80b across their credit and real estate investing platform and are seeking candidates with strong market risk skills specific to fixed income - corporate credit and securitized products, including bonds, loans, RMBS, ABS, CMBS, CLOs, and specialty lending.
In This Role You Will:
- Develop models for structured credit valuation, cash flow, and risk
- Structured Credit Analytics: securitized products (RMBS, CMBS, CLO, ABS)
- Develop Rate and Cashflow Modeling
The Ideal Candidate Will Bring:
- 7+ years of experience in Finance
- Masters or PhD
- Minimum 3+ years experience in structured credit/securitized products specifically
- Derivative modeling experience
- Coding: C++, Python, INTEX
Ideal Candidates will come from the following backgrounds:
- Private Equity/Real Estate Investment Platforms - Quant Modeling/Quant Risk. Risk Analytics, Model Development
- Investment Banks - must be covering mortgage modeling, strucured credit, etc. - Quant Modeling/Quant Risk. Risk Analytics, Model Development
- Have familiarity with:
- Structured Credit Analytics: Develop and maintain analytics for securitized products, including RMBS, CMBS, CLO, ABS, and related structures, with a focus on collateral behavior, tranche performance, and scenario analysis
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