Sr Structured Credit QuantA 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. Responsibilities - 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 effo
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