Quant Modeler - Securitized Products - Global Bank

Overview

If you are you an experienced quantitative modeler with expertise in Asset Backed Securities, Structured Credit and Securitized Products, we have an exciting opportunity with a major global bank.

In this role, you'll be part of a team that develops and implements cutting-edge models that drive credit risk strategy across traditional and non-traditional asset classes.

• 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.
• Apply quantitative analysis and technology-based tools to monitor, measure, and manage credit risks.
• Document models and products with precision and clarity.
• Redesign processes to enhance credit risk management and resolution strategies.
• Ensure compliance with internal credit risk policies, procedures, and guidelines.

• An advanced degree in mathematics, physics, engineering, or computer science.
• Strong programming skills and analytical mindset.
• At least 2 years of modeling experience relevant to securitized products.
• Strong independent work ethic and collaborative team spirit.

This role is based onsite in Lower Manhattan. To ensure effective collaboration and timely responsiveness, we are only considering candidates who currently reside within a reasonable commuting distance.

• Competitive compensation, bonuses, and benefits. Estimated base salary range for this position is $175,000 - $250,000. The final compensation will be determined by factors including the candidate's skills, qualifications, and years of experience, as well as internal equity and market data.
• Opportunities for advancement.
• Opportunities to make a lasting impact on a high-performing team.
• Challenging work with meaningful client relationships.