Quantitative Analyst, Structured Products Investment Team
Core
Architect and maintain infrastructure for a discretionary macro investment team focused on structured products, integrating data and AI to optimize analytic processes.
Role type
Quantitative Analyst / Developer Analyst
Builds
Data infrastructure, analytic processes, and special projects within the CLO market
Domain
Structured credit, macro investment, high yield
Deliverable
production ML models | infrastructure
Required skills
Python, C++, SQL, Excel, cashflow modeling, structured credit cashflow engines (INTEX), API integration, quantitative research, trading
Preferred skills
AI/ML optimization, alternative data integration
Technologies
Bloomberg, INTEX, Python, C++, SQL
Responsibilities
Architect and maintain infrastructure for structured products investing; Leverage internal and external partners for data infrastructure builds; Integrate alternative and traditional data sets; Use AI to enhance and optimize processes; Work with risk parameters based on High Yield Equivalent and quantitative processes; Manage and assist in special projects within the CLO market
Seniority
Mid-level, hands-on IC