Job Description

Job Description:

A premier hedge fund with over $10 billion in AUM is looking to add a Quantitative Modeler to its Structured Credit team within the Quantitative Research Group. This is a high-impact hybrid modeling and development role focused on building scalable tools and infrastructure for credit risk modeling, portfolio analytics, and automation.


Role Overview


The ideal candidate will bring a strong background in quantitative modeling and software development, with direct experience in structured products such as RMBS, CMBS, ABS, CLOs, or consumer lending. A strong working knowledge of cloud infrastructure and production-level model deployment is highly desirable.


Key Responsibilities

  • Develop and enhance prepayment/credit risk models for structured credit instruments
  • Build and maintain prepayment/credit models and valuation tools for RMBS, CLOs, ABS, and CMBS products
  • Create visual t...

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