A top credit fund with $10 billion in AUM is currently seeking a CMBS Quant Strategist. Specifically the fund is diversifying their strategies and has multiple headcount for quants at the Associate to Senior Vice President level. In this role you will work with a larger group to support the businesses PM's through developing a scalable framework that houses new tools and analytics.
Job responsibilities include:
- Work to support Traders/Portfolio Managers to build quantitative models, tools, analytics, and dashboards for identifying new opportunities
- Develop desktop applications using data science and machine learning techniques
- Analyze large data sets to create and implement new strategies
Job requirements include:
- A Master's or Ph.D. degree in a quantitative field such as Mathematics, Statistics, Computer Science, Physics, Engineering, or Financial Engineering.
- 5+ years of Front Office experience supporting a credit and/or mortgage trading desk
- Proficient in Python, experienced in common data science packages such as pandas and sklearn.
- Strong communication and collaboration skills across various teams within the organization
