Structured Credit Quant Modeler

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 riskStructured Credit Analytics: securitized products (RMBS, CMBS, CLO, ABS)Develop Rate and Cashflow Modeling The Ideal Candidate Will Bring:7+ years of experience in FinanceMasters or PhDMinimum 3+ years experience in structured credit/securitized products specificallyDerivative modeling experienceCoding: C++, Python, INTEX Ideal Candidates will come from the following backgrounds:Private Equity/Real Estate Investment Platforms - Quant Modeling/Quant Risk. Risk Analytics, Model DevelopmentInvestment Banks - must be covering mortgage modeling, strucured credit, etc. - Quant Modeling/Quant Risk. Risk Analytics, Model DevelopmentHave 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