Front Office Quantitative Modeler - Residential Mortgage & Structured Credit (New York)

New York, NY (Hybrid) | Leading $10B+ Investment Management Firm

The Opportunity

We are recruiting for a leading New York-based investment management firm with over $10 billion in assets under management. The firm is seeking a talented Front Office Quantitative Modeler with approximately 2–6 years of experience to join its structured credit investment team.

Our client's primary interest is in candidates with hands-on residential mortgage (RMBS) and loan-level modeling experience. Strong quantitative modelers with relevant ABS, CMBS, or CLO experience will also be considered.

This is an opportunity to work closely with investment professionals, developing sophisticated quantitative models and analytical tools that directly support security valuation, investment research, relative-value analysis, and trading decisions.

Key Responsibilities

• Develop, enhance, and maintain quantitative models for residential mortgage loans, RMBS, and other structured credit products.
• Build loan-level cash-flow and credit models incorporating prepayment, delinquency, default, loss severity, and recovery assumptions.
• Develop Python-based analytical tools supporting security valuation, scenario analysis, and relative-value investment decisions.
• Analyze underlying collateral performance, credit characteristics, and cash-flow behavior.
• Work directly with portfolio managers, traders, and research professionals to develop practical investment analytics.
• Improve the efficiency, accuracy, and scalability of quantitative modeling and research workflows.
• Support modeling initiatives involving ABS, CMBS, and CLO products as appropriate.

Qualifications

• Approximately 2–6 years of relevant quantitative modeling experience in structured credit, residential mortgages, or related fixed-income products.
• Strong preference for direct residential mortgage loan-level modeling experience , including prepayment, default, delinquency, or loss-severity modeling.
• Candidates with strong hands-on ABS, CMBS, or CLO modeling backgrounds are also encouraged to apply.
• Strong Python programming skills and experience developing quantitative models or analytical applications.
• Understanding of structured-credit cash flows, collateral performance, valuation, and risk analytics.
• Experience working with large financial datasets and developing production-quality analytical tools.
• Strong quantitative, mathematical, and problem-solving skills.
• Degree in a quantitative discipline such as Financial Engineering, Mathematics, Statistics, Computer Science, Physics, or Engineering.
• Experience supporting portfolio managers, traders, or investment research teams is highly desirable.

Additional Considerations

• New York City-based hybrid opportunity.
• Candidates authorized to work in the United States without employer visa sponsorship are strongly preferred.
• Competitive compensation commensurate with relevant experience.

Why Consider This Opportunity?

This position offers the opportunity to apply sophisticated quantitative modeling techniques in a front-office investment environment where your work will directly influence investment decisions.

You will collaborate with experienced investment professionals, work with complex structured-credit products, and develop models and analytical capabilities that support a leading investment management platform.

Keywords : ABS, CLOs, Prepayment Modeler, RMBS, Python, C++, Software Developer, Valuation Models, CMBS,Cloud Expertise

Please send resumes to Jim Geiger