Description

An industry-leading Private Equity firm is seeking an Investment Risk Manager within their analytical solutions team. The firm manages ~$80b across their credit and real estate investing platform and are seeking candidates with strong market risk skills specific to fixed income - corporate credit and securitized products, including bonds, loans, RMBS, ABS, CMBS, CLOs, and specialty lending.

In This Role You Will:

• Develop models for structured credit valuation, cash flow, and risk
• Structured Credit Analytics: securitized products (RMBS, CMBS, CLO, ABS)
• Develop Rate and Cashflow Modeling

The Ideal Candidate Will Bring:

• 7+ years of experience in Finance
• Masters or PhD
• Minimum 3+ years experience in structured credit/securitized products specifically
• Derivative modeling experience
• Coding: C++, Python, INTEX

Ideal Candidates will come from the following backgrounds:

• Private Equity/Real Estate Investment Platforms - Quant Modeling/Quant Risk. Risk Analytics, Model Development
• Investment Banks - must be covering mortgage modeling, strucured credit, etc. - Quant Modeling/Quant Risk. Risk Analytics, Model Development
• Have familiarity with:
• Structured Credit Analytics: Develop and maintain analytics for securitized products, including RMBS, CMBS, CLO, ABS, and related structures, with a focus on collateral behavior, tranche performance, and scenario analysis