Prepayment Modeler - Structured Products

Job Description:A premier hedge fund with over $10 billion in AUM is looking to add a Quantitative Modeler to its Structured Credit team within the Quantitative Research Group. This is a high-impact hybrid modeling and development role focused on building scalable tools and infrastructure for credit risk modeling, portfolio analytics, and automation.Role OverviewThe ideal candidate will bring a strong background in quantitative modeling and software development, with direct experience in structured products such as RMBS, CMBS, ABS, CLOs, or consumer lending. A strong working knowledge of cloud infrastructure and production-level model deployment is highly desirable.Key ResponsibilitiesDevelop and enhance prepayment/credit risk models for structured credit instrumentsBuild and maintain prepayment/credit models and valuation tools for RMBS, CLOs, ABS, and CMBS productsCreate visual tools and dashboards for model monitoring and performance analysisAutomate the processing and analysis of bid lists, dealer offerings, and new issue dealsLeverage cloud platforms (e.g., AWS, GCP, Azure) to scale modeling infrastructure and workflowsCollaborate closely with research and portfolio teams to support investment decision-making.Qualifications4+ years of experience as a quantitative modeler or developer in structured products (RMBS,CLOs, ABS, CMBS)Strong programming skills in Python and C++Demonstrated experience:Building loan-level credit or prepayment modelsDeveloping models from data ingestion through deploymentApplying generalized regression models and machine learning frameworksCloud infrastructure experience strongly preferred (e.g., S3, Lambda, EMR, BigQuery)Bachelor’s degree in a quantitative field such as Computer Science, Data Science, Statistics, Mathematics, or Economics; Master’s degree preferredWhy This Role?This is a rare opportunity to join a top-tier hedge fund at the intersection of structured finance and quantitative modeling. The team values technical depth, intellectual curiosity, and a hands-on approach to building tools that directly impact investment strategies.Keywords: Prepayment Modeler, RMBS, Python, C++, Software Developer, Valuation Models, CMBS, ABS, CLO's, Cloud ExpertisePlease send resumes to Jim Geiger, View email address on click.appcast.io | For more opportunities, please visit .