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Mid-sized structured credit fund seeks experienced quant/developer self-starter to help build and develop trading and operations/finance tools across a variety of product areas. Required skills include strong programming and database design, paired with experience working with financial products, and ability to work well in a fluid and collegial organization.
Fund Description:With offices in New York and London, the fund invests in structured credit and has a very strong 10+ year track record. Investment emphasis is on finding pockets of assets with superior risk/reward, through use of analytics, quantitative models, and in-depth structural analysis. Products include US and European CLOs, RMBS, CMBS, and consumer ABS. Responsibilities: Join existing Quant/Developer Team to develop database and programming tools to analyze and identify relative value in a variety of structured credit instruments. The position entails a high level of interactions with the experienced and quantitatively-oriented trading team and quant team. Skills required:Programming: VBA, SQL, Python, C desirable but not a must, good programming practice, database designs.Software: Excel macros, INTEX API, Bloomberg APIOperating Systems: Windows, LinuxMarket: Good familiarity with financial concepts yield curves, fixed income instruments, prepayments, defaults, corporate bonds and loans, CDS, foreign currencies, options, P&L, risk analysis Academic: Probability and statistics, Monte Carlo simulations, stochastic processesOther: Good oral and written communication skills required- ID: #49187697
- State: New York New york city 10019 New york city USA
- City: New york city
- Salary: $180,000 - $300,000
- Job type: Permanent
- Showed: 2023-02-13
- Deadline: 2023-04-04
- Category: Et cetera