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Sr Structured Credit Quant/Portfolio Manager

Selby Jennings
Manhattan, USA
USD180000 - USD220000 per year + Discretionary Bonus
Closing date
Dec 29, 2023

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Sr Structured Credit Quant

A leading Structured Products Hedge Fund is looking for a Sr Credit Quant to join their newly established Credit Business. The candidate must have experience across Mortgage/Credit Quantitative Modeling with the interest in contributing to Portfolio Management on the investment side as well. You will be responsible for credit modeling, prepayment modeling, default modeling, CRT, CLO, CMBS, ABS, and portfolio management.

- Develop and implement quantitative credit models, prepayment models, and default models.
- Develop and maintain risk management models.
- Analyze and interpret data to produce actionable insights.
- Build and maintain models of CRT, CLO, CMBS, ABS, and lead portfolio management efforts.
- Work closely with the MBS/Mortgage business to develop and implement quantitative strategies.
- Produce reports and presentations for senior management.

- Strong background in quantitative modeling.
- Experience with credit modeling, prepayment modeling, and default modeling.
- Experience with CRT, CLO, CMBS, ABS, and portfolio management.
- Strong analytical skills.
- Strong programming skills .
- Strong communication skills.

Additional Information
- Location: New York, Hybrid, remote

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