Elevate your career by joining the world's largest asset manager! Thrive in an environment that fosters positive relationships and recognizes outstanding performance! We know you want to feel valued every single day and be recognized for your contribution. At this company, we strive to empower our employees and effectively engage your involvement in our success. Who We Are
Security Analytics Infrastructure (SAI) is a key Technology Platform team within this company’s Financial Modeling Group. We are focused like a laser beam on the implementation and optimization of a wide variety of models, including Climate Risk, Agency Mortgages, Structured Credit and CMBS.
We are also responsible for turning raw model outputs such as interest rate projections and prepayment speeds into analytics including yields, spreads, durations and SAI is a global team distributed across Europe, Asia and New York whose collegial culture values openness, creativity and an attention to detail bordering on the fanatical.
The analytical engine we own is woven deeply into this company’s inGreeks, as well as for crafting and evolving the APIs through which models are invoked by downstream applications.vestment and risk management systems. It is also a critical component of the Aladdin Platform, which serves as an operating system for institutional investors across many regions and industries. What You Will Be Doing
What We Look For
- Quantitative Development: Maintain and improve existing cashflow generators for securitized products such as pass-throughs, CMOs and CLOs, as well as prepayment, severity and default models. Expand product and market coverage to address evolving client needs by implementing and releasing new models and analytics.
- Analytical Infrastructure: Optimize analytical engines to turbo-charge performance and make previously intractable use cases feasible. Refactor code to improve its testability, modularity and scalability. Design APIs to provide clients with new ways to leverage our models.
- Research: Keep abreast of recent technological trends such as cloud native and GPUs. Create value by bringing them to bear on the thorniest problems faced by the business.
- A Degree in a Technical Field: An undergraduate degree is required. An advanced degree is a plus, but intellectual curiosity matters more than formal qualifications.
- A Passion for Programming: Programming sits at the heart of everything we do. You must thoroughly enjoy it to succeed on this team.
- Exposure to an “industrial strength” Programming Language: While C++ is our language of choice, experience with writing performance-critical production code is what we are after.
- An Analytical Cast of Mind: Whether you have a PhD in Physics or merely read Math and CS books for fun, a keen interest in using technology to solve quantitative problems is key.
- Excellent Communication Skills: You will need to communicate clearly and effectively with far-flung colleagues and will be called upon to explain complex concepts to non-technical audiences in simple, intuitive terms.
- A Sense of Humor: We don’t take ourselves too seriously. Hopefully, neither do you.