Title: Quantitative Modeler - Credit/ FI
Compensation: $150k base salary + discretionary bonus ($250k total compensation)
Summary: The Head of the Investment Strategy & Analytics team within a leading global asset manager is looking to onboard Quantitative Modeler. As core members of the team, you will work on pricing, modeling and analytics. Python proficiency and 2+ years of experience in fixed income/credit modeling is crucial. Knowledge of pricing models, structured products and/or private credit as well as additional proficiency in C#, C++ and Aladdin will be a value add to the team.
Responsibilities:
- Provide analytical and modeling expertise for business projects.
- Implement, validate, and adjust asset models.
- Develop visual monitoring tools for model performance.
- Collaborate on building a robust analytics platform with developers.
- Engage in hands-on modeling throughout the life-cycle.
- Conduct tests to ensure model accuracy and effectiveness.
- Validate and recalibrate models as necessary, with comprehensive documentation.
- Review production results and offer analytical support for business decisions.
Requirements:
- High proficiency in Python.
- 2+ years of hand-on experience in quant modeling, preferably in structured products.
- Advanced degree in financial engineering, statistics, mathematics, or similar field.
- Experience with structured credit and mortgage credit modeling.
- Utilize statistical models like linear regression, logistic regression, or time series.
