Quantitative Researcher/Technologist
Salary undisclosed
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Currently working on behalf of a US-based FinTech firm, is an investment company that connects investors with the rapidly growing consumer lending marketplace. This role requires a high degree of programming proficiency to use and improve our underlying ML and loan/portfolio-specific financial calculations. They are looking for an additional Quantitative Researcher/Quant Finance Technologist to join the team.
Qualifications:
- 3+ years of quantitative/dev research experience in financial services/markets
- Computer science or engineering degree with formal programming coursework/projects
- Experience contributing to a high-quality, high-standards Python code repository
- Familiarity with building predictive models, analysing figures of merit, tuning hyperparameter
- Knowledge of fixed income products and structured financial products is a major plus.
Responsibilities -
- Use and improve our ML library to predict borrower payment behaviour
- Calculate and understand industry-standard figures of merit used in our asset class regarding loan- and portfolio- level loss and prepayment rates
- Project monthly cash-flows for simple loan portfolios and those financed in leveraged facilities
- Prepare professional Investment Committee memos for potential purchases of several hundred million USD of assets
- Improve our code repository by committing quality PR’s and reviewing others by the team
Benefits -
- Competitive salary and benefits package
- Opportunity to work in a dynamic and fast-paced environment
- Gain exposure to unique asset classes and investment strategies
- Offers the opportunity for a technologist to obtain direct exposure to front-of-office financial markets and partners, expand professional network, and work on big-ticket projects out of the starting gate
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