Structured Credit Quant Modeler (CLO/ABS)

Posted 3 days ago

analytic recruitingBrooklyn (NY)

Financial Quantitative Analysts International, Secondary Market, and All Other Nondepository Credit Intermediation

SENIORITY

Senior

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About the role

Location: New York, NY (Hybrid)

Leading $10B Hedge Fund | Quantitative Research Group

Summary: A premier $10B+ hedge fund is seeking a Structured Credit Quant Modeler to join its Quantitative Research team. This front-office role partners directly with Portfolio Managers to develop quantitative models, portfolio analytics, and scalable technology supporting investment decisions across CLO and ABS portfolios.

Key Responsibilities: Develop and enhance loan-level cash flow, credit, valuation, and prepayment models for CLO and ABS investments. Build quantitative tools supporting portfolio analytics, pricing, risk management, and investment research. Automate analysis of BWICs, dealer offerings, and new issue opportunities. Design dashboards and monitoring tools to evaluate model performance and portfolio risk. Develop scalable production infrastructure using Python and cloud technologies. Collaborate closely with Portfolio Managers, Traders, and Quantitative Researchers to support investment strategies.

Qualifications: 4+ years of quantitative modeling experience within a structured credit hedge fund, asset manager, or investment bank. Deep experience with CLO and ABS modeling. Experience with RMBS or CMBS is beneficial but not required. Strong programming skills in Python and C++.Experience building loan-level cash flow, credit, valuation, or prepayment models from data ingestion through production deployment. Experience applying statistical modeling and machine learning techniques. Familiarity with cloud platforms (AWS, Azure, or GCP).Experience with structured credit analytics platforms such as Kanerai, Valitana, Intex, or similar institutional tools is highly desirable. Bachelor's degree in a quantitative discipline; Master's degree preferred.

Why Join? This is a rare opportunity to join one of the industry's leading structured credit investment platforms. You'll work directly with senior investment professionals, developing quantitative models and analytics that have a measurable impact on portfolio construction, risk management, and investment performance. Keywords: ABS, CLOs, Prepayment Modeler, RMBS, Python, C++, Software Developer, Valuation Models, CMBS, Cloud Expertise Please send resumes to Jim Geiger

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