Prepayment Quant Modeler Job at Analytic Recruiting Inc., New York, NY

Nm4vZWlReFhoYVR2eUJXNFNxekg2Uk1x
  • Analytic Recruiting Inc.
  • New York, NY

Job Description

  • Location: New York, NY (Hybrid)
  • Leading $10B Hedge Fund | Quantitative Research Group
  • 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

    • Develop and enhance prepayment/credit risk models for structured credit instruments
    • Build and maintain prepayment/credit models and valuation tools for RMBS, CLOs, ABS, and CMBS products
    • Create visual tools and dashboards for model monitoring and performance analysis
    • Automate the processing and analysis of bid lists, dealer offerings, and new issue deals
    • Leverage cloud platforms (e.g., AWS, GCP, Azure) to scale modeling infrastructure and workflows
    • Collaborate closely with research and portfolio teams to support investment decision-making.

    Qualifications

    • 4+ years of experience as a quantitative modeler or developer in structured products (RMBS,CLOs, ABS, CMBS)
    • Strong programming skills in Python and C++
    • Demonstrated experience:
    • Building loan-level credit or prepayment models
    • Developing models from data ingestion through deployment
    • Applying generalized regression models and machine learning frameworks
    • Cloud infrastructure experience strongly preferred (e.g., S3, Lambda, EMR, BigQuery)
    • 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

Job Tags

Similar Jobs

Complete Care Centers, LLC

Bilingual Entry Level Chiropractic Assistant Job at Complete Care Centers, LLC

 ...be at the forefront of ensuring our patients receive the highest level of care. Your duties will include preparing patients for...  ...This is a multifaceted role where you will be responsible for data entry, scheduling appointments, and maintaining patient care documentation... 

ManpowerGroup

CDL A Truck Driver Job at ManpowerGroup

 ...Compliance and Safety: Comply with all Federal, State, and local regulations for the safe operation of a commercial motor vehicle...  ...Home on weekends You will have your own, well maintained, truck (no slip seat) Trucks are automatic with sleepers Routes are... 

Medix™

Florida Registered Sterile Pharmacy Technician- 54378 Job at Medix™

Position Overview We are seeking a dedicated and detail-oriented Sterile Pharmacy Technician registered in the State of Florida to join our team. This role involves working under the direct supervision of a licensed pharmacist to prepare sterile and non-sterile compounded...

Russell Tobin

Senior App Monitoring Consultant Job at Russell Tobin

 ...TITLE: SIEMENS OPCENTER MOM CONSULTANT LOCATION: GREENSBORO, NC DURATION: 6 MONTHS Job Description We are seeking a skilled and experienced Siemens OpCenter MOM Consultant to support our client's digital manufacturing initiatives. The ideal candidate will... 

Child Poverty Action Lab (CPAL)

Public Information Coordinator Job at Child Poverty Action Lab (CPAL)

 ...Development lab for Dallas, using data to rethink public systems and equipping community partners at the neighborhood level to be successful in collectively achieving our...  ...requests. Compliance & Government Relations : Stay informed on relevant laws and procedures...