Senior Quantitative Analyst (Pays up to $135K)
The Senior Quantitative Analyst will assist with the development and enhancement of the valuation models, communicate and interpret valuations results for clients, and perform statistical analysis and valuation of various commercial real estate, residential consumer and C&I loans
- 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.
- 2+ 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.