Structured Credit Quant Modeler: CLO/ABS

Analytic Recruiting Inc. is sourcing a Structured Credit Quant Modeler for a premier hedge fund in New York. The role partners with Portfolio Managers to develop quantitative models, portfolio analytics, and production-ready tooling for CLO and ABS investments. You will apply advanced quantitative techniques, build loan-level cash flow models, and deploy scalable infrastructure using Python and cloud technologies. 4+ years of experience in structured credit modeling is required.