Quant Research Analyst – Spec Fin / Securitization
Core
Senior Quantitative Analyst supporting the underwriting process for specialty finance and securitization deals in consumer credit.
Role type
Senior IC Quant Research Analyst (Securitization)
Builds
Investment decisions and pricing for securitized consumer loan pools (mortgage, auto, student, SME, trade finance)
Domain
Fixed Income / Specialty Finance / Securitization
Deliverable
production ML models | product features
Required skills
Statistical modeling, financial mathematics, probability and statistics, Python or Slang, SQL, R/SAS, numerical problem solving
Preferred skills
Intex modeling, bond cash flow modeling
Technologies
Python, Slang, R, SAS, SQL
Responsibilities
Source and evaluate consumer loan pools and specialty finance assets; Lead analysis, pricing, and relative valuation of securitized assets; Support portfolio management and performance monitoring; Develop consumer credit outlooks and market insights; Engage with esoteric asset classes like SME loans and trade finance; Collaborate with cross-functional teams on investment strategies and risk management
Seniority
Senior, hands-on IC
