Quantitative Research - Credit - Vice President
Aumni
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See open jobs at Aumni.See open jobs similar to "Quantitative Research - Credit - Vice President" NEXT Frontier Capital.Job Description
The Credit Quantitative Research team is looking for an experienced quant to join in a role which will focus on covering the Loan Financing and Direct Lending business.
Job Responsibilities:
- Identifying areas where we can positively contribute by streamlining and increase the level of automation on the Loan Financing and Direct Lending desks.
- Strengthen the quality of our risk management capacity.
- Explaining model behavior, carrying out scenario analyses, developing and delivering quantitative tools, and supporting analytics
- Participate in the development of fundamental analysis models, that would allow to preliminary screen and assess the quality of an asset, or an obligor,
- Ensure that all the ideas are documented, and either directly implement the solutions we propose or liaise with the broader team in order to achieve this.
- Writing model documentation compliant with internal and regulatory standards
- Working with model control teams to facilitate timely and efficient review and approval of models
Required qualifications, capabilities, and skills
Excellent oral communication skills are required in our interaction with trading, technology, and control functions. Excellent written communication skills are also required for meeting the high standards of the model documentation. A strong interest in good software design principles is a requirement as well.
- An advanced degree in math, statistics, physics, financial engineering, computer science or equivalent subject
- At least 5 years of experience supporting a fixed income market making desk or the same amount of time partially spent on sell-side and buy-side firm
- Exceptional analytical, quantitative and problem-solving skills
- Knowledge of credit products and models
- Strong software design and data science skills, preferably with Python knowledge and experience
- Pro-active attitude: should have a natural interest to learn about our business, models, and infrastructure
- Ability to work in a high-pressure environment
- Attention to detail and focus on quality of deliverable
This job is no longer accepting applications
See open jobs at Aumni.See open jobs similar to "Quantitative Research - Credit - Vice President" NEXT Frontier Capital.