ZipRecruiter
Quant Dev / Data Scientist - New York, NY
ZipRecruiter, New York, New York, us, 10261
Job DescriptionJob Description
Job Description
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 role
Estimate / develop and enhance credit models in the securitized products (RMBS/CMBS/ABS/CLO) space via data driven credit risk analysis
Develop production quality ETL and data integrity processes to build and maintain credit models
Create visual tools for monitoring, back testing and adjusting model performance
Develop tools to analyze bid lists, dealer offerings, and new issue deals in the structured credit space with an eye towards automation
Collaborate with data scientists, analysts, traders, and other stakeholders to understand requirements and deliver high-quality data solutions
Qualifications
Qualifications:
BS in Computer Science, Statistics/Data Science, Mathematics, or Financial Engineering degree from a top university. MS degree
2-4 years’ experience as a research modeler / quant developer in a hedge fund, asset manager, banking, or fintech environment focused on structured products or consumer credit
Proven modeling skills in R and Python. Experience building loan-level credit / prepayment models through all stages from data preparation, data analysis, model estimation through deployment into production
Experience with generalized regression models as well machine learning frameworks
Very strong programming and software design skills (Python, C++) required
Very strong SQL and DB skills for creating/maintaining necessary tables for data preparation and analysis
Excellent communication skills and ability to work collaboratively in a team environment with a flexible, organized, and driven personality
Enthusiastic about leveraging models into the firm’s investment process in the structured credit space (RMBS, CMBS, ABS, CLOs)
Knowledge of structured products and/or risk management in a fixed-income environment is
required
Experience creating visualization tools for monitoring or model performance adjustment in a modern JS framework (React, Angular, Vue) is a plus
Why is This a Great Opportunity
Competitive salary and benefits package.
A dynamic and inclusive work environment with opportunities for professional growth
Access to the latest technologies and tools in the data engineering field
Support for continuous learning and career development
Job Description
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 role
Estimate / develop and enhance credit models in the securitized products (RMBS/CMBS/ABS/CLO) space via data driven credit risk analysis
Develop production quality ETL and data integrity processes to build and maintain credit models
Create visual tools for monitoring, back testing and adjusting model performance
Develop tools to analyze bid lists, dealer offerings, and new issue deals in the structured credit space with an eye towards automation
Collaborate with data scientists, analysts, traders, and other stakeholders to understand requirements and deliver high-quality data solutions
Qualifications
Qualifications:
BS in Computer Science, Statistics/Data Science, Mathematics, or Financial Engineering degree from a top university. MS degree
2-4 years’ experience as a research modeler / quant developer in a hedge fund, asset manager, banking, or fintech environment focused on structured products or consumer credit
Proven modeling skills in R and Python. Experience building loan-level credit / prepayment models through all stages from data preparation, data analysis, model estimation through deployment into production
Experience with generalized regression models as well machine learning frameworks
Very strong programming and software design skills (Python, C++) required
Very strong SQL and DB skills for creating/maintaining necessary tables for data preparation and analysis
Excellent communication skills and ability to work collaboratively in a team environment with a flexible, organized, and driven personality
Enthusiastic about leveraging models into the firm’s investment process in the structured credit space (RMBS, CMBS, ABS, CLOs)
Knowledge of structured products and/or risk management in a fixed-income environment is
required
Experience creating visualization tools for monitoring or model performance adjustment in a modern JS framework (React, Angular, Vue) is a plus
Why is This a Great Opportunity
Competitive salary and benefits package.
A dynamic and inclusive work environment with opportunities for professional growth
Access to the latest technologies and tools in the data engineering field
Support for continuous learning and career development