Job Description: Senior Quant Modeler
- Multi-strategy Hedge Fund in New York City that concentrates primarily on structured products and mortgages, fixed income relative value, credit
- Firm was founded by former co-heads of Structured products Trading at a Tier 1 Mortgage Entity
- New head of business development and investor relations was recently onboarded, already driving funding and asset growth for the firm
Responsibility:
- Model Development, Implementation, Research across the spectrum of structure products, mortgages, credit, etc.
Requirements:
- Experience developing advanced sec prod models for a bank or at a buyside institution
- Demonstrated ability to work quickly and to meet research requests for model development and implementation
- Experience programming in Python and an object oriented programming language
- Demonstrated programming expertise at the industrial strength level
- Intex experience is a plus
- Data experience with Fannie/Freddie/loan level/MSR
- RMBS and or CMBS applied product knowledge
- Ability to work in a lean group and wear multiple hats
