Quant Modeler/Developer

  • New York
  • Npaworldwide

Quant Modeler/Developer - Quantitative Research Group

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 data-driven 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