Working with a Top Tier Investment bank that is looking to bring on an ABS Quant Strategist to their team. They need someone to come on board to lead the thought process around improving and their existing Asset Backed Securities models. In addition, they need this person to work directly with the trading desk to create analytics and tools.
Overall, they are looking for someone with deep expertise across ABS products that is collaborative and a self-starter. Note there is potential for this person to build out and manage a small team as well.
- Develop and implement models to calculate the value and risk of ABS products
- Collaborate with the trading desk to improve existing models, tools, and analytics
- Work directly with other stakeholders including structuring, risk, and technology
- 2+ years of experience supporting a front office trading desk
- Strong Asset Backed Securities knowledge
- Masters of PhD in a Quantitative discipline specifically applied mathematics, computer science, statistics, and operations research
- Strong Python skills