VP of Quantitative Research & AI-Driven Finance

Ellington Management Group, LLC; New York (NY); Sur place; USD 180 000 - 320 000; Plein temps

Résumé du poste

Ellington Management Group, LLC in New York seeks a Vice President, Research to lead the firm's quantitative risk, valuation, and collateral modeling efforts. You will architect scalable modeling infrastructure and guide analyses for investment decisions.

Requirements include a Bachelor’s degree in a quantitative field and 2 years in a related role, with hands-on experience in Intex, Python, and C++. You will collaborate with portfolio managers and traders, ensuring documentation and governance

Qualifications

• Bachelor’s degree or foreign equivalent in a quantitative field such as Computer Science, Economics or Finance.
• 2 years of experience as a Research Analyst, Quantitative Analyst, or related role.
• Experience with quantitative risk, valuation and collateral modeling for structured finance products.

Responsabilités

• Oversee development, implementation, and enhancement of quantitative risk, valuation, and collateral modeling infrastructure.
• Architect and lead the collateral modeling framework for scalability, accuracy, and governance.
• Develop quantitative models for structured finance products, including mortgage-backed securities, using Intex and related subroutines to generate OAS-based cashflow and valuation models.
• Lead AI/ML-enhanced systems to monitor and optimize profitability of loan origination and securitization activities.
• Lead AI-enhanced tools to support trading desk workflows and improve decision-making.
• Ensure models adhere to documentation, validation, and governance standards; review work for accuracy and consistency.
• Apply statistical and econometric techniques to analyze markets, model asset performance, and inform investment decisions.
• Integrate internal and third-party market data into calibration processes and evaluate external data for modeling.
• Collaborate with portfolio managers, traders, and senior researchers to identify business needs and develop quantitative solutions.
• Coordinate research initiatives and modeling enhancements across the team; prepare analyses for clients and investors.
• Assist in responding to technical inquiries in coordination with management and investor relations.
• Participate in recruitment and evaluation of research personnel.

Connaissances

Quantitative risk

Valuation

Collateral modeling

Python

C++

AI/ML

Model governance

Data integration

Formation

Bachelor’s degree in Computer Science, Economics, Finance, or related field

Outils

Intex

Python

C++

Description du poste

Ellington Management Group, LLC in New York seeks a Vice President, Research to lead the firm's quantitative risk, valuation, and collateral modeling efforts. You will architect scalable modeling infrastructure and guide analyses for investment decisions.

Requirements include a Bachelor’s degree in a quantitative field and 2 years in a related role, with hands-on experience in Intex, Python, and C++. You will collaborate with portfolio managers and traders, ensuring documentation and governance