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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