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Form of work
SalaryA multi Bn AUM Credit fund are looking for an ABS Quantitative Analyst to support one of their senior Portfolio Managers in executing investment strategies focused on asset-backed securities. The PM has an incredibly strong track record with consistent double-digit PnL ($M) year on year.
The team consist of individuals from top tier investment banks and asset managers, and the role provides the opportunity to step into a risk taking seat within a couple of years.
Key Responsibilities:
- Collaborate closely with the Portfolio Manager to develop and refine investment strategies focused on ABS and structured finance products.
- Conduct in-depth quantitative analysis of ABS markets, including mortgage-backed securities (MBS), collateralized loan obligations (CLOs), and other structured credit instruments.
- Develop and maintain quantitative models to assess risk, value assets, and optimize portfolio performance.
- Generate investment ideas and recommendations based on rigorous analysis of ABS fundamentals, market trends, and relative value opportunities.
- Provide ongoing support to the Portfolio Manager in trade execution, portfolio rebalancing, and risk management activities.
- Monitor ABS market developments, regulatory changes, and credit events to inform investment decisions and mitigate risks.
- Communicate quantitative findings and investment insights effectively to the Portfolio Manager and other stakeholders.
Requirements:
- Master's or Ph.D. in Finance, Economics, Mathematics, Statistics, or a related quantitative field.
- Solid understanding of asset-backed securities, structured finance, and credit markets.
- Proficiency in quantitative analysis, financial modeling, and statistical techniques.
- Strong programming skills in languages such as Python, R, or MATLAB for data analysis and model development.
- Excellent communication and collaboration skills, with the ability to work effectively in a fast-paced, dynamic environment.
