Unknown Company

Front Office Quantitative Modeler - CLO/ABS

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new york, ny • Posted 4 days ago
Hybrid Full Time 23
  • Location: New York, NY (Hybrid)
  • Leading $10B Hedge Fund | Quantitative Research Group

    • Summary

    A premier $10B+ hedge fund is seeking a Structured Credit Quant Modeler to join its Quantitative Research team. This front-office role partners directly with Portfolio Managers to develop quantitative models, portfolio analytics, and scalable technology supporting investment decisions across CLO and ABS portfolios.

    Key Responsibilities

    • Develop and enhance loan-level cash flow, credit, valuation, and prepayment models for CLO and ABS investments.
    • Build quantitative tools supporting portfolio analytics, pricing, risk management, and investment research.
    • Automate analysis of BWICs, dealer offerings, and new issue opportunities.
    • Design dashboards and monitoring tools to evaluate model performance and portfolio risk.
    • Develop scalable production infrastructure using Python and cloud technologies.
    • Collaborate closely with Portfolio Managers, Traders, and Quantitative Researchers to support investment strategies.

    Qualifications

    • 4+ years of quantitative modeling experience within a structured credit hedge fund, asset manager, or investment bank.
    • Deep experience with CLO and ABS modeling. Experience with RMBS or CMBS is beneficial but not required.
    • Strong programming skills in Python and C++
    • Experience building loan-level cash flow, credit, valuation, or prepayment models from data ingestion through production deployment.
    • Experience applying statistical modeling and machine learning techniques.
    • Familiarity with cloud platforms (AWS, Azure, or GCP).
    • Experience with structured credit analytics platforms such as Kanerai, Valitana, Intex , or similar institutional tools is highly desirable.
    • Bachelor's degree in a quantitative discipline; Master's degree preferred.

    Why Join?

    This is a rare opportunity to join one of the industry's leading structured credit investment platforms. You'll work directly with senior investment professionals, developing quantitative models and analytics that have a measurable impact on portfolio construction, risk management, and investment performance.

    Keywords

    ABS, CLOs, Prepayment Modeler, RMBS, Python, C++, Software Developer, Valuation Models, CMBS,Cloud Expertise

    Please send resumes to Jim Geiger

Front Office Quantitative Modeler - CLO/ABS in new york at Unknown Company

This position is listed as full time and hybrid.

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