Full-Time
Quantitative Analyst
Securitized Products
Posted on 2/15/2024
Global multi-strategy investment management services
Compensation Overview
$135,000 - $150,000Annually
Senior, Expert
New York, NY, USA
- Advanced degree (Masters/PhD) in Physics, Engineering, Mathematics, Statistics or related fields
- Two or more years' experience in programming in Python. Experience with Linux bash scripting and SQL.
- Experience in deploying applications in production environment
- Experience in production software development life cycle
- Good communication skills, great attention to detail and strong interest in technology
- Knowledge of securitized products such as MBS, CMBS, ABS, CLO
- Experience in prepayment and default modeling
- Develop advanced tools to augment the processes of risk analysis and risk monitoring within the securitized product space
- Collaborate with risk managers and portfolio managers on topics including management of tail risk exposure, scenario analysis, usage of risk limits, portfolio construction, and capital allocation
- Assist in the development and enhancement of pricing and risk models, stress testing and Value at Risk (VaR) methodologies for securitized products
- Engage in research activities and develop new risk management strategies and analytical tools for investment teams and risk managers
- Collaborate closely with the technology team to transition prototypes into operational production systems
Verition Fund Management LLC offers a thriving work environment characterized by its robust, multi-strategy investment approaches and a large team of over 500 professionals. This firm stands out in providing global investment strategies while operating on an institutional quality infrastructure, which allows for extensive career development and expertise in various investment fields. The collaborative and diverse professional setting ensures continuous learning and growth opportunities in the finance industry.
Company Stage
N/A
Total Funding
N/A
Headquarters
Greenwich, Connecticut
Founded
2008