VP, Quant Research & AI-Driven Finance

Search Results; United States; On-site; USD 200,000 - 205,000; Full time

Job summary

Ellington Management Group, LLC seeks a Vice President of Research to lead the development of quantitative risk, valuation, and collateral modeling infrastructure in New York. You will architect scalable models for structured finance, including mortgage-backed securities, using Intex and related subroutines to generate OAS-based cashflow and valuation outputs.

You will supervise researchers, validate models, and collaborate with portfolio managers and traders to translate data into investment

Qualifications

• Bachelor's degree in CS/Economics/Finance or related quantitative field.
• 2 years of experience as a Research/Quant Analyst or related role.
• Experience with Intex and Intex subroutines for OAS cashflow/valuation.

Responsibilities

• Oversee development and enhancement of quantitative risk, valuation, and collateral modeling infrastructure.
• Architect and lead collateral modeling framework development for scalability and governance.
• Develop quantitative models for structured finance products, including MBS.

Skills

Python programming

C programming

Quantitative modeling

Econometrics

Data analysis

Model governance

Education

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

Tools

Intex

Job description

Ellington Management Group, LLC seeks a Vice President of Research to lead the development of quantitative risk, valuation, and collateral modeling infrastructure in New York. You will architect scalable models for structured finance, including mortgage-backed securities, using Intex and related subroutines to generate OAS-based cashflow and valuation outputs.

You will supervise researchers, validate models, and collaborate with portfolio managers and traders to translate data into investment