NPAworldwide
Quantitative modeler/Data Engineer
NPAworldwide, New York, New York, us, 10261
10 Billion AUM Hedge Fund, we are committed to developing state of the art models and technology, driving our investment and risk management decision making processes. This platform is driven by cutting-edge, cloud-based data & ML solutions. We are looking for a highly motivated and talented Quantitative Software Developer / Credit Modeler with a strong academic background and a passion for data, machine learning and the desire to join a strong, collaborative team.
Responsibilities:
This is a hybrid credit modeling / software development roleEstimate / develop and enhance credit models in the securitized products (RMBS/CMBS/ABS/CLO) space via data driven credit risk analysisDevelop production quality ETL and data integrity processes to build and maintain credit modelsCreate visual tools for monitoring, back testing and adjusting model performanceDevelop tools to analyze bid lists, dealer offerings, and new issue deals in the structured credit space with an eye towards automationCollaborate with data scientists, analysts, traders, and other stakeholders to understand requirements and deliver high-quality data solutions
Responsibilities:
This is a hybrid credit modeling / software development roleEstimate / develop and enhance credit models in the securitized products (RMBS/CMBS/ABS/CLO) space via data driven credit risk analysisDevelop production quality ETL and data integrity processes to build and maintain credit modelsCreate visual tools for monitoring, back testing and adjusting model performanceDevelop tools to analyze bid lists, dealer offerings, and new issue deals in the structured credit space with an eye towards automationCollaborate with data scientists, analysts, traders, and other stakeholders to understand requirements and deliver high-quality data solutions