Cross River is looking for an Assistant Vice President, Quant Strategist to join its fast-growing Quant Intelligence & Investments (QII) team. The QII team is responsible for investment intelligence & quantitative decision making across trading, structuring, and portfolio management initiatives, and plays a critical role in driving data-driven insights and strategic initiatives across the Capital Solutions Group (CSG). The Quant Strategist will help manage a multi-billion dollar portfolio of consumer credit loans and asset-backed securities.
Requirements
- Experience in use of both Machine Learning and Quantitative Finance techniques for fixed income credit modeling and investment management
- Fluency in Excel & Programming
- Hands-on experience in Python & SQL is required
Responsibilities
- Build analytical tools, investment frameworks and research new methodologies necessary to systematically analyze credit investments
- Support ongoing & new investment mandates with historical analytics & performance-based insights
- Deliver quantitative & model-driven evaluation of deal collateral & provide key inputs for pricing and deal economics
- Play a key role in championing and promoting quantitative investment themes by systematically introducing analytical methods, tools and techniques to add value in the investment management lifecycle
Other
- Master’s degree in Financial Engineering, Math, Statistics, Computer Science, or any another quantitative field
- 3-6 years experience in Fixed Income markets is required
- Exposure to ABS, Structured Credit and/or alternative investments is strongly preferred
- Ability to work well in a fast-paced environment
- Detail-oriented, strong analytical & quantitative skills, excellent communication skills – written & verbal
