Quant Modeler - Securitized Products - Global Bank
$175,000–$250,000 year
On-siteNew York City, New York, United States or New York, United States
Job Summary
Collaborate directly with the trading desk to research, develop, and implement mathematical models for ABS valuation and risk. Evaluate variables impacting credit risk and communicate insights across departments while applying quantitative analysis to monitor, measure, and manage credit risks. Document models and products with precision and clarity, then redesign processes to enhance credit risk management and resolution strategies. Ensure compliance with internal credit risk policies, procedures, and guidelines. This role supports credit risk strategy across traditional and non-traditional asset classes within a high-performing team.
Required Qualifications
- An advanced degree in mathematics, physics, engineering, or computer science
- Strong programming skills
- Analytical mindset
- At least 2 years of modeling experience relevant to securitized products
- Strong independent work ethic
- Collaborative team spirit
- Currently reside within a reasonable commuting distance of Lower Manhattan
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