Quantitative Modeler ESF9960 Job at ExpertHiring, New York, NY

eUZtTXFWc2s1cWd3SXBoUDhQN1kyZys5Tmc9PQ==
  • ExpertHiring
  • New York, NY

Job Description

Top reasons to work for our client:

  • Great team environment!
  • Manager is well respected by team!
  • Inclusive Workplace
  • Awesome career development opportunities!
  • Competitive Rates

Job Type : Full Time

Location : New York New York

Pay : Great Pay Benefits!

Job Description

What you will be doing:

  • 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 highquality data solutions

Experience you will need:

  • BS in Computer Science Statistics/Data Science Mathematics or Financial Engineering degree from a top university. MS degree preferred
  • 24 years experience as a research modeler / quant developer in a hedge fund asset manager banking or fintech environment focused on structured products or consumer credit
  • Proven modeling skills in R and Python. Experience building loanlevel credit / prepayment models through all stages from data preparation data analysis model estimation through deployment into production
  • Experience with generalized regression models as well machine learning frameworks
  • Very strong programming and software design skills (Python C) required
  • Very strong SQL and DB skills for creating/maintaining necessary tables for data preparation and analysis
  • Excellent communication skills and ability to work collaboratively in a team environment with a flexible organized and driven personality
  • Enthusiastic about leveraging models into the firm s investment process in the structured credit space (RMBS CMBS ABS CLOs)
  • Knowledge of structured products and/or risk management in a fixedincome environment is required
  • Experience creating visualization tools for monitoring or model performance adjustment in a modern JS framework (React Angular Vue) is a plus

Our client asked me to submit 3 great people within the next few days. We work directly with the hiring manager and can arrange interviews within a few days

Nick Vyas


#INDEH123

Job Tags

Full time, Flexible hours,

Similar Jobs

Origin Staffing

Administrative Assistant (Sales & Recruiting Operations Support) Job at Origin Staffing

 ...reasoning for this newly created position is to help us get organized before doing so. ~We have a cool office space as part of a WeWork at 33 Arch Street in Boston there is quality Java, Teas, Seltzers & Kombucha on tap, as well as random breakfast, lunch & beer events... 

Benedictine College

Graduate Assistant Student Activities Office Job at Benedictine College

 ...in the GA position. The GA position is a two-year commitment.POSITION SUMMARYThe Graduate Assistant for the Student Activities Office will work up to 20 hours per week and report to the Director of Student Activities and Assistant Director of Student Activities... 

Adelphi Staffing

Vascular Surgeon Job at Adelphi Staffing

 ...Job Quick Facts: Specialty: Vascular Surgery Job Type: Locum Tenens Facility Location: Colorado Springs CO Service Setting: Inpatient Reason For Coverage: Supplemental Coverage Period: Dec Coverage Type: Call Only Call Schedule: 7a7a; 24hr... 

Skillsearch Limited

Animation Engineer Job at Skillsearch Limited

 ...Skillsearch is helping an Irvine-based games studio find an Animation Engineer to help create engaging in-game gameplay and cinematic experiences. This full-time Animation Engineer role is based in Irvine, CA, and offers an attractive salary and benefits package as well... 

Nightingale's List

Licensed Nursing Assistant (LNA) Job at Nightingale's List

 ...Nightingales List is seeking a dedicated and compassionate Licensed Nursing Assistant (LNA) for a 14-week contract assignment at a reputable...  ...: 40 hours per week Pay Rate: $19.88 per hour Travel Stipend: Up to $420 weekly for those who qualify Requirements...