Structured Credit Quant Modeler: CLO/ABS

Analytic Recruiting Inc.; New York (NY); On-site; USD 150,000 - 270,000; Full time

Job summary

Analytic Recruiting Inc. is sourcing a Structured Credit Quant Modeler for a premier hedge fund in New York. The role partners with Portfolio Managers to develop quantitative models, portfolio analytics, and production-ready tooling for CLO and ABS investments.

You will apply advanced quantitative techniques, build loan-level cash flow models, and deploy scalable infrastructure using Python and cloud technologies. 4+ years of experience in structured credit modeling is required.

Qualifications

• 4+ years of quantitative modeling experience in structured credit.
• Strong Python and C++ programming skills.
• Experience building loan-level cash flow, credit, valuation, or prepayment models.

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.

Skills

Quantitative modeling

Portfolio analytics

Statistical modeling

Machine learning

Education

Bachelor's degree in a quantitative field

Tools

Python

C++

AWS/Azure/GCP

Kanerai

Valitana

Intex

Job description

Analytic Recruiting Inc. is sourcing a Structured Credit Quant Modeler for a premier hedge fund in New York. The role partners with Portfolio Managers to develop quantitative models, portfolio analytics, and production-ready tooling for CLO and ABS investments.

You will apply advanced quantitative techniques, build loan-level cash flow models, and deploy scalable infrastructure using Python and cloud technologies. 4+ years of experience in structured credit modeling is required.