Quantitative Analyst, Structured Products Investment Team

What you’ll do

Help architect and maintain the infrastructure for Structured Products investing.
Leverage internal and external partners to help with data infrastructure builds.
Integrate alternative and traditional data sets to help streamline our analytic processes.
Use Artificial Intelligence (AI) to enhance and optimize processes.
Work with risk parameters based on High Yield Equivalent and quantitative processes within market-standard analytics platforms such as Bloomberg.
Manage and assist in special projects within the CLO market.

What’s required

3+ years at a sell-side firm in a trading or quantitative research role, or as a quant at a buy-side credit or mortgage-focused fund.
Undergraduate degree or higher in computer science, economics, engineering, mathematics, physics, or statistics.
Advanced knowledge of a programming language such as Python, C++, or SQL.
Advanced skills in Excel and cashflow modeling.
Extensive experience with third-party structured credit cashflow engines (e.g., INTEX) and API.
Commitment to the highest ethical standards.