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

ZlZLTXVJUHE3THB0NDhER29EeUExV0pqdHc9PQ==
  • 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

M.C. Tank Transport

OTR Class A CDL Tanker Driver Job at M.C. Tank Transport

 ...OTR Class A CDL Tanker DriverEARN $104,000 or More With MC TANK !Over-The-RoadHiring Locations (50 Mi Radius): Chattanooga, TN; Houston, TX; St. Gabriel, LA; Chicago, IL; Philadelphia, PA and Toledo, OHMC Tank is a Fourth Generation Family Owned Company -... 

MAU Workforce Solutions

Electronic Controls Technician Job at MAU Workforce Solutions

 ...Cincinnati, OH. As an Electronic Controls Technician, you will provide electrical and mechanical maintenance, troubleshooting, and installation support for blending processes, high-speed packaging lines, and facility infrastructure. This is a direct-hire opportunity.... 

Kelly Services

Instrument Validation Specialist Job at Kelly Services

 ...to communicate adequately (verbally/writing) to all levels within the organization. Willingness and ability to quickly upskill in Merck Facilities/Instrument support programs SAP, ProCal, BAS, LAMP, Electronic Validation, and other document and/or asset repositories... 

Encore Wire Corp

Industrial Mechanic Job at Encore Wire Corp

 ...High School diploma or G.E.D certificate Ability to read and write the English language Prefer industrial or manufacturing experience working with mechanical components such as conveyors, motors, power trains, bearings, pneumatics/hydraulics, etc. Ability to climb... 

CRG

Administrative Assistant Job at CRG

 ...reminders Collaborate with the property manager to learn their role and provide coverage as needed Qualifications: Open to college students, seeking to gain experience within Property Management Administrative or Customer Service experience Basic Microsoft...