Job Description
5+ years of working experience in the capital markets domain with asset managers or alternative investment firms, preferred experience in development of quantitative financial models used in a risk management or quantitative research context for credit products, preferably credit fund management companies or alternative investment firms or fin tech
Significant hands-on programming experience using VBA and SQL. Preferred - Python, R, C++, Intex or some combination thereof
Excellent working knowledge of Advanced Excel and powerbi
Meaningful experience and understanding of quantitative analysis and credit modeling of structured products (Agencies, RMBS, ABS, CMBS, CDOs, CLOs)
