The Investment Platform team within Investment Engineering is looking to hire a quantitative engineer and strategist to work with our Credit Market Strategies and Direct Lending businesses to develop risk management systems, portfolio and position reporting, and credit underwriting tools.
Requirements
- Python programming experience
- Thorough understanding of deployed software SDLC and development best practices
- Experience with SecDb, Quartz, Athena, Beacon.io, or a similar compute graph
- Experience with Intex
- Experience with structured products, including CLO liabilities
- Full-stack development experience supporting web applications
- Public cloud (AWS) experience
Responsibilities
- Share in ownership of the CMS cashflow forecasting and scenario modeling
- Prototype new quantitative underwriting models with our investing teams
- Onboard new funds and accounts to our position management and risk systems
- Contribute to our cash and liquidity reporting
- Migrate standalone models to new integrated risk platforms
- Publish quantitative datasets to internal consumers for redistribution to our limited partners (LPs)
- Partner with traders, PMs, analysts, and other investing professionals on live deals
Other
- Highly motivated, entrepreneurial, and team-oriented candidates with strong problem-solving skills
- Team orientation and influencing skills
- High Trust and Integrity
- Strategic / Entrepreneurial mindset
- Strong combination of organizational and interpersonal/communication skills
- Sense of ownership and self-reliance in solving problems
- Self-starter who requires little direction
- Ability to multi-task and maintain composure in a high-volume environment
- Strong sense of urgency; ability to execute quickly and efficiently with strong attention to detail
- Strong verbal and written communication abilities
- Structured problem solver who can synthesize sophisticated information from a variety of sources into implementable recommendations and solutions
- Ability to collaborate effectively across multiple teams
- Strong prioritization and project management skills
- Comfort working in a high growth, iterative environment
