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
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Develop and enhance prepayment/credit risk models for structured credit instruments
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Build and maintain prepayment/credit models and valuation tools for RMBS, CLOs, ABS, and CMBS products
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Create visual tools and dashboards for model monitoring and performance analysis
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Automate the processing and analysis of bid lists, dealer offerings, and new issue deals
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Leverage cloud platforms (e.g., AWS, GCP, Azure) to scale modeling infrastructure and workflows
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Collaborate closely with research and portfolio teams to support investment decision-making.
Qualifications
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4+ years of experience as a quantitative modeler or developer in structured products (RMBS,CLOs, ABS, CMBS)
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Strong programming skills in Python and C++
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Demonstrated experience:
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Building loan-level credit or prepayment models
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Developing models from data ingestion through deployment
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Applying generalized regression models and machine learning frameworks
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Cloud infrastructure experience strongly preferred (e.g., S3, Lambda, EMR, BigQuery)
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Bachelor’s degree in a quantitative field such as Computer Science, Data Science, Statistics, Mathematics, or Economics; Master’s degree preferred
Why This Role?
This is a rare opportunity to join a top-tier hedge fund at the intersection of structured finance and quantitative modeling. The team values technical depth, intellectual curiosity, and a hands-on approach to building tools that directly impact investment strategies.
Keywords: Prepayment Modeler, RMBS, Python, C++, Software Developer, Valuation Models, CMBS, ABS, CLO's, Cloud Expertise
Please send resumes to Jim Geiger, jeg@analyticrecruiting.com | For more opportunities, please visit www.analyticrecruiting.com.
