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PhD Degree Required - Quantitative Analyst/Programmer, Mortgage Trading Desk (RMBS)

L5

cerberus capital management lpNew York, NY11 days ago

$140,000.00 and $215,000.00

Occupations

Financial Quantitative AnalystsFinancial and Investment AnalystsMathematical Science Occupations, All Other

Industries

Investment Banking and Securities IntermediationPortfolio Management and Investment AdviceMiscellaneous Financial Investment Activities
Job Purpose: Cerberus Capital Management is recruiting graduates of PhD programs to join our mortgage trading desk as a Quantitative Analyst/Programmer. You will work directly with the trading desk to engineer and optimize data processing, model development, trading processes and interface developments. You will sit on the trading desk and provide insights to portfolio managers and the broader investment team. Responsibilities & Deliverables Explore and develop analytical tools to analyze large datasets of various asset classes including RMBS and asset-backed securities Work with traders/portfolio managers directly to implement and test various models Partner with other developers/programmers on the team on larger scale projects Participate in real time transaction-oriented projects Participate in various portfolio management projects, such as position and risk management systems
Key Requirements: PhD degree in a science and engineering discipline, such as math/statistics, physics, mechanical/electrical engineering, or operations research Strong analytical and math skills Fluent in at least one programming language Experiences working with large data sets: SQL or Python a plus
Compensation & Benefits: The base salary for this position is expected to be between $140,000.00 and $215,000.00. The base salary offered to the chosen candidate will be commensurate with the candidate’s relevant experience and other qualifications for the position, as determined by the Company in its sole discretion. In addition to base salary, this position is eligible for an annual discretionary bonus, which is often a meaningful portion of the compensation package, and a robust benefits package.
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Level

SeniorL5

Salary

$140,000.00 and $215,000.00

Location

New York, NY

Occupation

Financial Quantitative Analysts

Industry

Investment Banking and Securities Intermediation

Posted

11 days ago

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