Quant Research Analyst - Spec Fin / Securitization
Required skills
Advanced degree in a quantitative discipline such as mathematics, science, engineering, statistics, or physics; Statistical modeling expertise with consumer credit: mortgage/auto/loan/student; Strong quantitative skills, specifically financial mathematics, probability and statistics; 5+ years of front office quant experience at a top sell or buy side firm; Strong programming skills and numerical problem solving techniques, proficiency with scripting languages (Python or Slang); Experience analyzing large datasets using R/SAS/Python and SQL
Preferred skills
Familiarity with Intex and bond cash flow modeling
Responsibilities
Assist in sourcing and evaluating consumer loan pools and other specialty finance assets across mortgage, auto, and student loan sectors; Lead analysis, pricing, and relative valuation of securitized consumer loan pools and related assets; Support ongoing portfolio management and performance monitoring of investments; Develop and maintain consumer credit outlooks and market insights; Engage with esoteric asset classes such as SME loans, trade finance, and accounts receivable finance; Collaborate with cross-functional teams to enhance investment strategies and risk management
Seniority
Senior
Domain
Quant Research / Securitization / Specialty Finance
