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

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.

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