Senior Quantitative Analyst Job

The Fund Investment Manager is seeking a Quantitative Analyst to join our Quantitative Analysis Team. The Analyst will work closely with the rest of the team to support a variety of trading and risk management operations.


Responsibilities include:

– Cash flow model development and validation.

– Scenario generation model development.

– Asset-liability and interest rate risk management.

– Market / trading strategy formulation.

– Relative value analytics.

– Portfolio management support.



– Master’s degree or international equivalent focused on math, engineering, computer science, or physics.

– CFA preferable.

– 6-8 years work experience, with a specialization in structured products (RMBS, CMBS, and/or esoteric ABS such as whole business and aircraft securitizations).  Ideally this structured product experience gained by working both as a “quant” and in one or more of: trading, risk management, or structuring.

– Proficiency with large scale data manipulation via industry standard database programming languages

– Excellent project management and communication skills

– Highly developed programming skills, in VBA, C/C++, and (especially) Matlab.


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