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David Careers

PhD Degree Required - Quantitative Analyst/Programmer, Mortgage Trading Desk (RMBS)

Posted 9 days ago

cerberus capital managementNew York (NY)
Financial Quantitative AnalystsPortfolio Management and Investment Advice

SENIORITY

Senior

SALARY

$140,000 per year

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About the role

Quantitative Analyst/Programmer Founded in 1992, Cerberus is a global leader in alternative investing with approximately $65 billion in assets across complementary credit, private equity, and real estate strategies. We invest across the capital structure where our integrated investment platforms and proprietary operating capabilities create an edge to improve performance and drive long-term value. Our tenured teams have experience working collaboratively across asset classes, sectors, and geographies to seek strong risk-adjusted returns for our investors. For more information about our people and platforms, visit us at www.cerberus.com.Cerberus Capital Management (CCM) is recruiting graduates of PhD programs to join our mortgage trading desk as a Quantitative Analyst/Programmer. You will work directly with trading desk to engineer and optimize data processing, model development, trading processes and interface developments. You will sit on the trading desk and provide insights to portfolio managers and the broader investment team. We seek a professional with a PhD degree in a quantitative field such as math/statistics, physics, mechanical/electrical engineering, or operations research. Responsibilities & Deliverables: Explore and develop analytical tools to analyze large datasets of various asset classes including RMBS and asset-backed securities Work with traders/portfolio managers directly to implement and test various models Partner with other developers/programmers on the team on larger scale projectsParticipate in real time transaction-oriented projectsParticipate in various portfolio management projects, such as position and risk management systems
Key Requirements:
  • PhD degree in science and engineering discipline, such as math/statistics, physics, mechanical/electrical engineering, or operations research
  • Strong analytical and math skills
  • Fluent in at least one programming language
  • Experiences working with large data sets: SQL or python a plus
The base salary for this position is expected to be between $140,000.00 and $215,000.00. The base salary offered to the chosen candidate will be commensurate with a candidate's relevant experience and other qualifications for the position, as determined by the Company in its sole discretion. In addition to base salary, this position is eligible for an annual discretionary bonus, which is often a meaningful portion of the compensation package, and a robust benefits package.

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