SENIOR QUANTITATIVE ANALYST
- Design, develop, and operate quantitative models to predict mark-to-market prices of loans based on proprietary secondary market trade database.
- Work with software engineers to create system requirements and test the implementation of those requirements.
- Communicate and interpret valuation results for clients and help to understand their needs and objectives.
- Develop proficiency with proprietary trading database and tools to pull and analyze data for use in the statistical research and analysis.
- Provide basic programming support in Matlab and VBA/Excel as needed.
- Develop and produce loan portfolio valuation reports, perform stress test and model validation analysis.
- Assist with ad hoc requests and projects.
- Graduate degree in Finance, Statistics, Engineering, Economics, Mathematics or other program that is technical and quantitative in nature.
- Advanced Excel skills with VBA and Matlab programming experience.
- Familiarity with SPSS or other statistical software packages.
- 3-5 years of financial industry experience, preferably in credit analysis or risk management arena.
- Familiarity with debt fundamentals.
- Demonstrable basic financial acumen.
- Strong attention to detail.
- Team player with strong communication and interpersonal skills.
- Strong analytical skills with the ability to dissect quantitative and qualitative information.
- Passion and desire to work in a dynamic investment setting and culture of learning.