We Are
We are a highly profitable, fast-growing financial technology company powering the future of financial services. Our comprehensive suite of innovative and scalable embedded payments, cards, and lending products deliver financial services for millions of businesses and consumers around the globe.
You are
The Quantitative Strategies Group (QSG) is looking for a Quantitative Strategist to join its fast-growing team remotely. The team sits within the Capital Solutions Group (CSG) and serves as a hub for quantitative modeling, research, analytics, and rapid prototyping for various functions across the bank. On a day-to-day basis, you will work on researching & building analytical/modeling methodologies used to evaluate credit investment opportunities.
You will
- Work closely with deal teams in evaluation of opportunities. Research and build analytical as well as modeling methodologies used. Also responsible for delivery all analytical artifacts.
- Own, enhance and build upon current suite of quantitative tools and models. This involves finding quantitative solutions to problems often requiring engage in quantitative research, evaluate new methodologies & writing production-ready code for a specific portfolio coverage within broader consumer credit asset class.
- Play a key role in championing and promoting Quantitative Investment by systematically introducing quantitative methods, tools and techniques to value add in the investment management lifecycle.
- Research and implement different type of risk and return measures. Work with the Head of Quantitative strategy to formulate novel investment ideas for multiple investment objectives- own the entire lifecycle of ideation, back testing, deployment and monitoring.
- Develop analytical solutions and tools to support the Trade Desk with pricing requests & ad-hoc analysis for Live Deals. Deliver other portfolio management tools, reports, metrics and data science products as needed.
You have
- Excellent communication, native level in both English and Hebrew – Must
- Master’s degree in financial engineering, Math, Statistics, Computer Science, or any another quantitative field
- Prior experience in ABS, Structured Credit, Private Credit – Must
- Experienced in use of both Machine Learning and Quantitative Finance techniques for fixed income/ credit modeling, investment management
- 3-5 years' experience in Quantitative Finance – specifically in structured credit. Specific experience in Private Credit will be highly regarded
- Fluency in Excel & Programming - Python & SQL– Must
- Ability to work well in a fast-paced environment
Please send resumes to [email protected]
