CLO QUANT STRATEGIST - Selby Jennings : Job Details

An investment management firm in New York is looking to build out its credit business moving into 2025 and beyond. Throughout the first three quarters of this year, the business unit has been incredibly profitable, and as a result, they are looking to build out the robustness of it's team. More specifically, the division is looking to expand into Collateralized Loan Obligations (CLOs).

Although there is a rough road map in place, the team is looking for a CLO expert who can provide strategic insights on all things CLO modeling, implementation and development. Note that due to the nimble structure of this team, this individual must be incredibly hands on with Python. In addition, it is integral that not only is this individual quantitatively strong, but they must also have a strong commercial skillset/communication skills in order to face off to senior stakeholders

Key Responsibilities:

• Develop and implement new CLO pricing models
• Collaborate with existing Quant leadership team to drive strategy and road map decisions for the build out of the CLO business
• Collaborate with engineering teams to build out scalable pipelines and platforms for CLO analytics

Ideal candidates will have:

• Expertise in Python and SQL
• 6+ years of professional experience supporting a CLO business unit
• Excellent communication skills
• Advanced (MS or Ph.D.) degree preferred
• Strong background in Computer Science and Statistics