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

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  • 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

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