Quantitative Financial Analyst-Leading Global Investment Management

Leading global asset management firm experiencing rapid growth is looking for an excellent Quantitative Financial Analyst.

Salary: $80-$95k + 10-15% bonus

Hybrid: 3 days/week in office-Woodland Hills, CA

The Quantitative Development team maintains a suite of proprietary mortgage investment risk models developed in-house for financial reporting, risk measurement, pricing, and strategic business decisions. These models ensure underwriting consistency and accurate stress testing of the Consumer & Residential investment portfolio, making your contribution invaluable.

Responsibilities:

Analyze portfolio loan tapes, verifying data consistency and generating stratifications and analysis

Assess risk parameters of portfolios, deriving loss assumptions from historical performance

Running internal pricing & risk models

Perform ad-hoc requests for data analysis, query, etc., as needed.

Automating reporting and monitoring processes for existing transactions

Assist various trading needs, including macro trend analysis, asset allocation, optimizations, etc.

Qualifications and Experience:

Minimum Master’s degree in a Quantitative background (statistics, machine learning, quantitative finance, financial mathematics, econometrics, physics, mathematics)

1-3 years of professional experience working in a quantitative capacity

Efficient Python/C#/SQL programming skills, C++ programming skill is a plus

Experience handling large data sets

Financial fixed income knowledge, especially on US residential mortgages

Strong communication skills, both written and verbal

Ability to work in a fast-paced environment, under pressure, and deliver on time