Quantitative Modeler / Data Engineer OOJ

Job Description

As a quant research analyst, you will develop and back-test systematic strategies across many asset classes, often including a broader analysis of the economic and political issues driving the markets . Your research may serve many areas of the firm including portfolio management and risk management.

Quantitative Modeler / Data Engineer

Pay Rate : $175 000-225 000

10 Billion AUM Hedge Fund, we are committed to developing state of the art models and technology, driving our investment and risk management decision making processes. This platform is driven by cutting-edge, cloud-based data & ML solutions. We are looking for a highly motivated and talented Quantitative Software Developer / Credit Modeler with a strong academic background and a passion for data, machine learning and the desire to join a strong, collaborative team.

Responsibilities :

• This is a hybrid credit modeling / software development role
• Estimate / develop and enhance credit models in the securitized products (RMBS / CMBS / ABS / CLO) space via data driven credit risk analysis
• Develop production quality ETL and data integrity processes to build and maintain credit models
• Create visual tools for monitoring, back testing and adjusting model performance
• Develop tools to analyze bid lists, dealer offerings, and new issue deals in the structured credit space with an eye towards automation
• Collaborate with data scientists, analysts, traders, and other stakeholders to understand requirements and deliver high-quality data solutions

Qualifications

Qualifications :

MUST BE FAMILIAR WITH HACKERRANK TESTS

Why is This a Great Opportunity

OOJ - 28360

Locations New York

Salary : $175