Vacancy caducado!
Reporting to the Director Senior CMBS/CLO Modeler, this is a mid-level quant Modeler role assisting in development of the firms' non-agency CMBS model and CLO credit model. The individual will also be responsible for model implementation, maintenance, and support, working closely with Client Service, Product Management, other Research teams, Data, and Technology:
Key Responsibilities- Learning and understanding CMBS and CLO products and clients' requirement and application of credit models.
- Working on all aspects of model development including model framework design, data processing, statistical analysis and regression, model testing, and validation.
- Code implementation of the new models.
- Commitment to maintenance, support and improvement of models.
- Conducting and publishing research on market trend, performance surveillance, and model updates.
- Coordination with developers, data teams, other Research team members on model code, to facilitate troubleshooting and handle client requests.
- Contribute to model validation process, as required by the internal and external clients.
- Maintain model documentation at the appropriate level of clarity and detail.
- Strong quantitative and statistical modelling skills are required.
- Domain knowledge of CMBS and CLO products.
- Advanced academic degree (Masters or PhD is preferred) in a quantitative field, such as Science, Engineering, Statistics, or Mathematics.
- At least 3-5 years of industry experience with securitized products is strongly preferred.
- Strong development skills in Python, data science, and machine learning are a significant plus.
- Strong leadership skills, proven ability to innovate.
- Proven ability to work with clients and influence at a senior level.
- Strong understanding of mortgage analytics systems is a significant plus.
- Excellent communication skills are required, both oral and written.
- Team player, ability to learn new models quickly and efficiently.
- Has the sustained drive and energy to deliver support service to time and quality.
- Values practical aspect of model development, quality of code, scalability, etc alongside with the quality of model itself.
- Deals with conflict successfully.
- Open to and willingly adopts new processes / approaches / ways of working.
- Seeks information/inputs from colleagues/clients.
- Oral and written communications are tailored to their audience's needs.
- Willingly puts in the effort to ensure activities completed on time and to the quality required.
- Pro-active and demonstrates initiative.
- Prioritizes activities according to business and operational need.
- Analysis and problem solving.
- Analyses issues to identify the most appropriate solutions.
- Utilises all available resources and toolsets to investigate and resolve problems.
Vacancy caducado!