Job Description:
A premier $10B+ hedge fund is seeking a Structured Credit Quant Modeler to join its Quantitative Research team. This front-office role partners directly with Portfolio Managers to develop quantitative models, portfolio analytics, and scalable technology supporting investment decisions across CLO and ABS portfolios.
Compensation Base $150K - $250K, Total : $300K - $400K
Key Responsibilities
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Develop and enhance loan-level cash flow, credit, valuation, and prepayment models for CLO and ABS investments.
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Build quantitative tools supporting portfolio analytics, pricing, risk management, and investment research.
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Automate analysis of BWICs, dealer offerings, and new issue opportunities.
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Design dashboards and monitoring tools to evaluate model performance and portfolio risk.
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Develop scalable production infrastructure using Python and cloud technologies.
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Collaborate closely with Portfolio Managers, Traders, and Quantitative Researchers to support investment strategies.
Qualifications
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4+ years of quantitative modeling experience within a structured credit hedge fund, asset manager, or investment bank.
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Deep experience with CLO and ABS modeling. Experience with RMBS or CMBS is beneficial but not required.
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Strong programming skills in Python and C++.
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Experience building loan-level cash flow, credit, valuation, or prepayment models from data ingestion through production deployment.
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Experience applying statistical modeling and machine learning techniques.
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Familiarity with cloud platforms (AWS, Azure, or GCP).
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Experience with structured credit analytics platforms such as Kanerai, Valitana, Intex, or similar institutional tools is highly desirable.
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Bachelor's degree in a quantitative discipline; Master's degree preferred.
Why Join?
This is a rare opportunity to join one of the industry's leading structured credit investment platforms. You'll work directly with senior investment professionals, developing quantitative models and analytics that have a measurable impact on portfolio construction, risk management, and investment performance.
Keywords: ABS, CLOs, Prepayment Modeler, RMBS, Python, C++, Software Developer, Valuation Models, CMBS,Cloud Expertise
Please send resumes to Jim Geiger, jeg@analyticrecruiting.com | For more opportunities, please visit www.analyticrecruiting.com.
