SENIOR QUANTITATIVE ANALYST
As part of our Quantitative Research Team, the Senior Quantitative Analyst will assist with the development and enhancement of the valuation models, communicate and interpret valuations results for clients, and perform statistical analysis and valuation of various commercial real estate, residential consumer and C&I loans. This position also interacts directly with our trading and development teams in the identification of key data elements for use in the asset pricing models.
- Design, develop, and operate quantitative models to predict mark-to-market prices of loans based on proprietary secondary market trade database.
- Work with software engineers to create system requirements and test the implementation of those requirements.
- Communicate and interpret valuation results for clients and help to understand their needs and objectives.
- Develop proficiency with proprietary trading database and tools to pull and analyze data for use in the statistical research and analysis.
- Provide basic programming support in Matlab and VBA/Excel as needed.
- Develop and produce loan portfolio valuation reports, perform stress test and model validation analysis.
- Assist with ad hoc requests and projects.
- Graduate degree in Finance, Statistics, Engineering, Economics, Mathematics or other program that is technical and quantitative in nature.
- Advanced Excel skills with VBA and Matlab programming experience.
- Familiarity with SPSS or other statistical software packages.
- 3-5 years of financial industry experience, preferably in credit analysis or risk management arena.
- Familiarity with debt fundamentals.
- Demonstrable basic financial acumen.
- Strong attention to detail.
- Team player with strong communication and interpersonal skills.
- Strong analytical skills with the ability to dissect quantitative and qualitative information.
- Passion and desire to work in a dynamic investment setting and culture of learning.
In joining our team, you’ll enjoy great benefits, a creative work environment, and the exciting opportunity to be part of a fast-paced and growing company.
This position is located in our Boston, MA headquarters.
Local candidates only, please.
The Debt Exchange, Inc. (“DebtX”) serves commercial banks, government agencies and other financial institutions, providing products and services to participants in some of the most dynamic global credit markets.
DebtX provides a competitive salary and generous benefit package, which includes medical, vision & dental, life insurance, long & short-term disability, long-term health care insurance, paid vacation, sick time and holidays, and a 401K retirement plan with a company match.
It is the policy of The Debt Exchange, Inc. to afford equal employment opportunity to all qualified persons regardless of race, color, religion, national origin, genetic information, age, military status, protected veteran status, sexual orientation, disability status, gender, gender identity or any other characteristic protected by federal or state law.
As an equal opportunity employer, The Debt Exchange, Inc. is committed to a diverse workforce and is also committed to a barrier-free employment process. If you are an individual with a disability and need an accommodation or alternative method to submit an application, please contact us by calling 617-531-3434 or emailing CandidateAccomodation@debtx.com.
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If you’re interested in pursuing a career with DebtX, send your resume along with a cover letter to careers@DebtX.com or fax to 617-531-3499.
DebtX. Meeting institutions’ portfolio management and liquidity needs since 2000.