Quantitative Analyst II (Capital Structuring & Analytics)
Core
Structure and price consumer asset-backed transactions, develop capital structuring models, and build quantitative models to predict consumer loan performance.
Role type
Quantitative Analyst (Capital Structuring & Analytics)
Builds
Capital structuring and pricing models for consumer loan portfolios
Domain
Consumer Finance / Capital Markets
Deliverable
production ML models | product features
Required skills
asset-backed transaction structuring, quantitative modeling, forecasting consumer loan performance, SQL, Python, Intex/Bloomberg proficiency
Preferred skills
experience working with rating agencies, cross-functional collaboration
Technologies
SQL, Python, Intex, Bloomberg
Responsibilities
Evaluate, structure, and price consumer asset-backed transactions; Develop and enhance capital structuring and pricing models; Build quantitative models to analyze and predict loan performance; Provide insights on capital markets deals to cross-functional teams; Partner with Capital Markets, Treasury, and Product teams on funding decisions
Seniority
Mid-level, hands-on IC