About this role
You will take on the following responsibilities:
- Analyze the underlying assets in depth
- Perform credit and relative-value analysis on new-issue and secondary opportunities
- Build quantitative alpha strategies, including AI-assisted tools where they add value
- Identify and pursue research topics that are not already well covered
- Interface with the market and trade structured credits under supervision
You should possess the following qualifications:
- An excellent academic record with a bachelor’s or advanced degree in a quantitative discipline
- Strong programming skills (Python)
- Experience working with large data sets
- Ability to tackle in-depth research projects and communicate complex ideas clearly
- Innate curiosity, resourcefulness and attention to detail
- 2-8 years of direct experience in structured finance: CLOs, CMBS, ABS, or RMBS. Single-name corporate credit experience is a plus.
- Experience with vendor models or platforms such as Intex, Valitana, Bloomberg