- 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 jeg@analyticrecruiting.com
Structured Credit Quant Modeler (CLO/ABS) in New York at Analytic Recruiting Inc.
This position is listed as full time and hybrid. It was posted today.