Job Description

The Investment Platform team within Investment Engineering is hiring a quantitative engineer and strategist to work with Credit Market Strategies (CMS) and Direct Lending businesses. The role focuses on developing risk management systems, portfolio and position reporting, and credit underwriting tools.

Responsibilities

• Share ownership of CMS cashflow forecasting and scenario modeling
• Partner with traders, PMs, analysts, and other investing professionals on live deals
• Publish quantitative datasets to internal consumers
• Prototype new quantitative underwriting models
• Onboard new funds and accounts to position management and risk systems
• Contribute to cash and liquidity reporting
• Learn about new asset classes and become an expert in CLO liabilities and cashflow waterfalls
• Migrate standalone models to new integrated risk platforms

Requirements

• Highly motivated, entrepreneurial, and team-oriented with strong problem-solving skills
• Team orientation and influencing skills
• High Trust and Integrity
• Strategic / Entrepreneurial mindset
• Strong combination of organizational and interpersonal/communication skills
• Sense of ownership and self-reliance in solving problems
• Understanding of fixed income instruments, including corporate credit
• Python programming experience
• Thorough understanding of deployed software SDLC and development best practices
• Experience on a trading desk at a financial institution
• Experience with SecDb, Quartz, Athena, Beacon.io, or a similar compute graph
• Experience with Intex
• Experience with structured products, including CLO liabilities
• Full-stack development experience supporting web applications
• Public cloud (AWS) experience
• Experience with default and prepayment models
• Self-starter who requires little direction
• Ability to multi-task and maintain composure in a high-volume environment
• Strong sense of urgency; ability to execute quickly and efficiently with strong attention to detail
• Strong verbal and written communication abilities
• Structured problem solver who can synthesize sophisticated information into implementable recommendations and solutions
• Ability to collaborate effectively across multiple teams
• Strong prioritization and project management skills
• Comfort working in a high growth, iterative environment

Benefits

• No benefits