Quantitative Analyst - Hedge Fund


Financial Services - Front Office


Old Greenwich, Connecticut

Employment Type



Our client seeks to hire an experienced Quantitative Analyst to join its existing Mortgage Analytics Team in their New York offices.  They are an established Hedge Fund with 25-year track-record focused on Structured Credit / Residential Mortgages. With more than $10Bil AUM and ~170 employees, their offices are located in New York, CT and London.  Theirs is a well-run fund with low turnover and a highly stable investor base!

Compensation : $200000 - $300000
Job ID : 23914

Job Function:

  • Help build and validate mortgage performance models including agency, non-agency RMBS, CRTs, Jumbos, non-qualified mortgages (non-QMs), and non-performing and re-performing loans (NPL/RLP)
  • Generate deep research & data related to mortgage performance  
  • Developing and maintaining reports to support relative value and risk management decisions
  • Working closely with traders to make trading decisions and generate trading ideas

Job Requirements:

  • Bachelor’s degree in STEM or other quantitative disciplines—PhD, MSc preferred  
  • 2 - 5 years’ experience as a quantitative analyst in structured product analytics at a top Bank or Hedge Fund   
  • Robust expertise in C++, Python (Pandas, Numpy, SciPy etc); high proficiency w SQL  
  • Proven experience with data visualization & ability to summarize & present data  
  • Collaborative critical thinker experienced working with large data sets proven capable of managing, prioritizing & completing complex competing projects  
  • Strong ownership attention to detail  


Disclosure: The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.