Manager, Structured Products Modeling
$165,000–$187,000 year
On-siteAtlanta, Georgia, United States
Job Summary
Lead the modeling effort to support coverage on CMOs, US structured deals, European and non-dollar structured deals, and CLOs/CDOs. Assist in independent research for quantitative models and risk management frameworks for fixed income securities, equities, and derivatives, delivering high-quality research papers and presentations to clients and prospects. Work closely with development and quality assurance teams to ensure timely product releases with enhanced capabilities. Support account managers and sales specialists with client-related analytical issues, which may require on-site support. This role is based in Atlanta or New York and involves building prototypes using Python, Excel, or Intex.
Required Qualifications
- 5+ years professional experience in the waterfall modeling, nuances, and assumptions used in structured deals
- Ability to build prototypes for structured deals using Python, Excel or other solutions
- Advanced degree in a quantitative field (e.g. mathematics, physics, engineering and finance)
- Solid programming skills in C++, Java, or Python, with some experience in SQL
- Must be able to work collaboratively and productively in remote environments with teams in other global offices
Desired Qualifications
- Preferably experience modeling deals using Intex or other structuring utility
- Advanced training in statistical inference, time series analysis, machine learning, and Monte Carlo simulation
Hiring someone like this?
Get your role in front of qualified candidates on Sorce.