Senior Quant Analyst - Structured Deals & Intex Risk Analytics

Ares Management; New York (NY); On-site; USD 130,000 - 175,000; Full time

Benefits offered by this job

Comprehensive Medical/Rx

Dental and Vision plans

401(k) with company match

Flexible Savings Accounts (FSA)

Healthcare Savings Accounts (HSA) with

Life Insurance

Long-Term Disability / Short-Term

Employee Assistance Program

Commuter Benefits

Mental health app access

Mindfulness and wellbeing app

Financial wellness benefit

New parent leave

Reproductive and adoption assistance

Emergency backup care

Matching gift program

Education sponsorship

Job summary

Ares Management seeks a quantitative professional to build and maintain Intex-based models for private structured deals in a dynamic securitization group. The role emphasizes developing automated analytics infrastructure and collaborating with cross-functional teams.

You will contribute to model development, CDI/CDU file maintenance, and risk measurement under various market scenarios, while partnering with portfolio management to align assumptions.

Qualifications

• Undergraduate and/or advanced degrees in finance, mathematics, engineering and/or computer science preferred.

Responsibilities

• Develop and maintain automated Intex infrastructure to perform on-demand risk analytics for private securitization.
• Create models for private structured deals and maintain deal models using Intex Dealmaker.
• Compile monthly updates of collateral and deal information for Intex CDI/CDU files associated with private Ares securitization.
• Collaborate with other Ares quantitative, operational, and IT resources for building the analytics platform, at-scale using Intex on cloud resources.
• Develop and test collateral and security projected cashflows, valuations, and risk metrics, under different deterministic and stochastic scenarios for private securitization.
• Partner with portfolio management to align assumptions and parameters of relevant private securitization models.
• Build strong relationships with portfolio managers and members of other operational and quant teams across Ares and outside managers as needed to act as a key point of contact to prioritize and answer questions relating to investment data/analytics

Skills

Intexwrap & Dealmaker

Python

SQL

GIT

Docker

Cloud (AWS/Azure)

VS Code

Monte Carlo simulations

Education

Finance/Math/Engineering/CS degree

Tools

Intex Dealmaker

Intex CDI/CDU

VS Code

Git

AWS/Azure

Job description

Ares Management seeks a quantitative professional to build and maintain Intex-based models for private structured deals in a dynamic securitization group. The role emphasizes developing automated analytics infrastructure and collaborating with cross-functional teams.

You will contribute to model development, CDI/CDU file maintenance, and risk measurement under various market scenarios, while partnering with portfolio management to align assumptions.