What are the responsibilities and job description for the SVP/Director, Senior Modeler and Desk Quant – RMBS/ABS position at Cerberus?
Responsibilities
Deliverables
- Work closely with the investment team on developing investment thesis and execution strategy
- Develop quantitative analysis / models for data across RMBS / ABS / consumer assets such as personal / auto / student loans / solar loans
- Partner with traders, programmers, controllers, and risk managers
- Develop statistical models and analyze prepayment / default behavior for ABS and mortgage related assets
- Work on developing new products and risk models
- Manage monitoring and research related to mortgage model performance and the all-end implementation and testing of and research into the group’s internal and vendor pricing models
Key Requirements :
The base salary for this position is expected to be between $200,000.00 and $275,000.00. The base salary offered to the chosen candidate will be commensurate with a candidate’s relevant experience and other qualifications for the position, as determined by the Company in its sole discretion. In addition to base salary, this position is eligible for an annual discretionary bonus, which is often a meaningful portion of the compensation package, and a robust benefits package.
Salary : $200,000 - $275,000