Quantitative Strategist - Structured Credit

My client, a leading hedge fund, is expanding its structured credit platform and is seeking a technically strong Quantitative Strategist/Developer to partner directly with a new portfolio manager focused on securitized products and leveraged loans.

This role is central to the build-out and evolution of the desk’s quantitative toolkit and data infrastructure. The successful candidate will combine deep structured credit expertise with production-grade engineering capability in a fast-paced hedge fund environment.

• Design and enhance pricing, relative value, and risk analytics across CLOs, ABS, RMBS, and CMBS.
• Develop tranche-level analytics including cashflow waterfall modeling, scenario analysis, sensitivity measures, hedge ratios, WAL projections, and stress testing frameworks.
• Translate trading strategies and market views into robust, scalable analytical tools used in live decision-making.

• Build and manage production systems around the INTEX platform, including API integrations, automated CDI ingestion, and large-scale deal data processing.
• Implement scalable frameworks for scenario‑based tranche cashflow generation and portfolio‑level analytics.
• Ensure seamless integration between structured credit analytics and internal risk systems.
• Construct and maintain historical datasets covering securitized deal information, CLO collateral data, secondary color, bond marks, and the broader BSL loan market.
• Deliver portfolio monitoring tools, P&L attribution analysis, and market share/relative value analytics.
• Integrate third‑party analytical solutions into research and trading workflows.
• Play a key role in strengthening the firm’s broader credit analytics ecosystem, ensuring scalability across asset classes and increasing automation and efficiency.
• Apply modern data engineering practices and, where appropriate, AI/ML techniques to enhance analytics pipelines and structured credit processes.

• Advanced degree in mathematics, engineering, physics, computer science, or a related quantitative field.
• 3+ years of experience supporting structured credit or mortgage trading desks, either on the sell‑side or within a credit‑focused investment manager.
• Demonstrated experience developing and maintaining production systems leveraging INTEX and its APIs.
• Strong understanding of securitization mechanics and CLO structures, including hands‑on experience with cashflow waterfall technology (experience with Valitana Analytics highly valued).
• Deep familiarity with credit risk modelling concepts and Bloomberg‑based workflows.
• Strong programming skills in Python; working knowledge of C++ and SQL. Advanced Excel modelling capabilities.
• Experience working with large financial datasets and cloud infrastructure (AWS, GCP, or Azure).
• Ability to operate autonomously while collaborating closely with senior investment professionals.