Data Engineer / Quantitative Modeler
Work Experience (Years) : 2 - 4
Salary : $185000 - $225000
Other Compensation : Bonus
Degree : University - Bachelor's Degree / 3-4 Year Degree
Remote Status : No Remote
Client Willing to Sponsor : Yes
Relocation Paid : Yes
Industry(ies) : Information Technology, Professional Services, Real Estate / Mortgage, Research & Development Services
Primary Skills : Python
Occupational Categories : Accounting / Financial Services / Investing
Job Description :
Quantitative Modeler / Data Engineer :
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. 10 Billion AUM Hedge Fund, our client is 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.
MUST BE FAMILIAR WITH HACKERRANK TESTS.
Qualifications :
BS in Computer Science, Statistics / Data Science, Mathematics, or Financial Engineering degree from a top university. MS degree preferred2-4 years’ experience as a research modeler / quant developer in a hedge fund, asset manager, banking, or fintech environment focused on structured products or consumer creditProven 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 productionExperience with generalized regression models as well machine learning frameworksVery strong programming and software design skills (Python, C++) requiredVery strong SQL and DB skills for creating / maintaining necessary tables for data preparation and analysisExcellent communication skills and ability to work collaboratively in a team environment with a flexible, organized, and driven personalityEnthusiastic 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 requiredExperience creating visualization tools for monitoring or model performance adjustment in a modern JS framework (React, Angular, Vue) is a plusResponsibilities :
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 solutionsWhy is This a Great Opportunity :
Competitive salary and benefits package.A dynamic and inclusive work environment with opportunities for professional growthAccess to the latest technologies and tools in the data engineering fieldSupport for continuous learning and career developmentIND123
