Summary
A top investment firm is seeking an Associate, ABS Research with strong work ethic, professionalism, and commitment to integrity and ethical conduct to join the Research time.
Company Information:
A distinguished investment firm specializing in mortgage and credit-related assets with $20+ billion in AUM.
Job Description:
- Statistical modeling and analysis, data mining and manipulation, and model implementation in C++/C#
- Working knowledge of probability and statistics
- Strong analytical and quantitative skills
- Hands-on programming experience in scripting (e.g. Python), and/or compiled languages (e.g. C++)
- Working knowledge of SQL and databases.
Requirements / Qualifications:
- Bachelor’s degree in finance, economics, math, or another quantitative field with a high GPA from a top-rated institution
- Strong understanding of structured credit products, including CDOs, CLOs, ABS, RMBS, and securitization markets
- Possess a good comprehension about mortgage option-adjusted spread (OAS) framework
- Proficiency in financial modeling, statistical analysis, and programming languages (e.g., Excel, VBA, Python, R)
- Excellent analytical skills, attention to detail, and ability to interpret complex financial data
- Effective communication and presentation skills, with the ability to convey technical concepts to non-technical stakeholders
- Ability to work independently as well as collaboratively in a fast-paced, dynamic environment
