Director - Quant Structuring - Asset Backed Finance

PRIMARY RESPONSIBILITIES:

Your responsibilities will include:

• Understand Portfolio and Risk management of various Asset Backed Products including ability to structure transactions

• Able to process through live ABF deals, price them and ultimately execute them with banks / originators / platforms

• Participate in building analytical tools for risk analysis or develop software library that prices Asset Backed Securities and calculates risks in C++/Python, designing efficient numerical algorithms and implementing high performance computing solutions

• Maintain and support the core library frameworks and suitable library interfaces which can interact efficiently with the firms risk platform

• Build efficient algorithms leveraging vectorization and parallelization, compilers, architecture of cross-asset pricing engines and optimizing code for specific hardware, from todays production staples to future disruptive innovations

• Support end users of the library and communicate with desk-aligned quant teams and technology groups

Required qualifications, capabilities, and skills:

• Deep expertise in Asset Backed Finance Market dynamics with good exposure to RMBS structures, reverse mortgages, HELOCs, HEI RMBS, NPLs, CLOs and consumer ABS

• You have an advanced degree in a quantitative subject (such as comp science, mathematics)

• An advanced mathematics used in financial modeling including topics such as calculus, numerical analysis, optimization, and statistics.

• You demonstrate proficiency in code design and programming skills, with primary focus on C++ or Python and you can also turn your hand to other tools and technologies as required.

• Youre passionate about software design and writing high quality code

• You demonstrate quantitative, problem solving, research and analytical skills

• You have strong interpersonal skills you listen and communicate in a direct, succinct manner

QUALIFICATIONS AND EXPERIENCE:

• You bring computer programming experience such as use of C++/Python

• You demonstrate quantitative and problem-solving skills

• Experience of financial markets and familiarity with general trading concepts and terminology

• Knowledge of derivatives pricing theory, trading algorithms, and/or financial regulations.

• You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs

• Youre attentive to detail and easily adaptable

• Youre enthusiastic about knowledge sharing and collaboration