Quantitative Strategist - Structured Credit

• Posted 1 day ago • Updated 1 day ago
Full Time
On-site
Fitment

Dice Job Match Score™

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Job Details

Skills

  • Strategist
  • Pricing
  • Stress Testing
  • Decision-making
  • Management
  • API
  • Data Processing
  • Market Intelligence
  • Profit And Loss
  • Market Share
  • Analytical Skill
  • Research
  • Scalability
  • Data Engineering
  • Artificial Intelligence
  • Machine Learning (ML)
  • Mathematics
  • Physics
  • Computer Science
  • Mortgage
  • Trading
  • Securitization
  • Mechanics
  • Cash Flow
  • Waterfall
  • Analytics
  • Credit Risk
  • Bloomberg
  • Workflow
  • Python
  • C++
  • SQL
  • Microsoft Excel
  • Modeling
  • Finance
  • IaaS
  • Amazon Web Services
  • Google Cloud Platform
  • Google Cloud
  • Microsoft Azure

Summary

$250,000 - 300,000 USD

Performance Related Bonuses

Onsite WORKING

Location: New York, New York - United States Type: Permanent

My client, a leading hedge fund, is expanding its structured credit platform and is seeking a technically strong Quantitative Strategist/Developer to partner directly with a new portfolio manager focused on securitized products and leveraged loans.

This role is central to the build-out and evolution of the desk's quantitative toolkit and data infrastructure. The successful candidate will combine deep structured credit expertise with production-grade engineering capability in a fast-paced hedge fund environment.

Key Responsibilities:

Structured Credit Analytics & Tooling
  • Design and enhance pricing, relative value, and risk analytics across CLOs, ABS, RMBS, and CMBS.
  • Develop tranche-level analytics including cashflow waterfall modeling, scenario analysis, sensitivity measures, hedge ratios, WAL projections, and stress testing frameworks.
  • Translate trading strategies and market views into robust, scalable analytical tools used in live decision-making.
Cashflow & Deal Infrastructure
  • Build and manage production systems around the INTEX platform, including API integrations, automated CDI ingestion, and large-scale deal data processing.
  • Implement scalable frameworks for scenario-based tranche cashflow generation and portfolio-level analytics.
  • Ensure seamless integration between structured credit analytics and internal risk systems.
Data Engineering & Market Intelligence
  • Construct and maintain historical datasets covering securitized deal information, CLO collateral data, secondary color, bond marks, and the broader BSL loan market.
  • Deliver portfolio monitoring tools, P&L attribution analysis, and market share/relative value analytics.
  • Integrate third-party analytical solutions into research and trading workflows.
Platform & Architecture Contribution
  • Play a key role in strengthening the firm's broader credit analytics ecosystem, ensuring scalability across asset classes and increasing automation and efficiency.
  • Apply modern data engineering practices and, where appropriate, AI/ML techniques to enhance analytics pipelines and structured credit processes.
Candidate Profile:
  • Advanced degree in mathematics, engineering, physics, computer science, or a related quantitative field.
  • 3+ years of experience supporting structured credit or mortgage trading desks, either on the sell-side or within a credit-focused investment manager.
  • Demonstrated experience developing and maintaining production systems leveraging INTEX and its APIs.
  • Strong understanding of securitization mechanics and CLO structures, including hands-on experience with cashflow waterfall technology (experience with Valitana Analytics highly valued).
  • Deep familiarity with credit risk modelling concepts and Bloomberg-based workflows.
  • Strong programming skills in Python; working knowledge of C++ and SQL. Advanced Excel modelling capabilities.
  • Experience working with large financial datasets and cloud infrastructure (AWS, Google Cloud Platform, or Azure).
  • Ability to operate autonomously while collaborating closely with senior investment professionals.
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.
  • Dice Id: 90922487
  • Position Id: 23917164
  • Posted 1 day ago
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