I. Job Summary

The candidate would be required to work closely with Portfolio Managers and Research Analysts of Investment Grade Bonds group in developing alpha generating strategies for the Securitized Products group. The job will involve moving existing models onto newer programming paradigms as well as in the development and maintenance of our proprietary models (ex- Agency Coupon Swap Model, Agency Prepayment Model, CMBS Credit Model, etc.). The job will also involve providing research coverage to various sub-asset classes within our broader coverage. An ideal candidate will be responsible for database management, maintaining and creating new web frameworks for our internal websites, developing cash-flow/surveillance models, using third party wrapper libraries and performing data analytics. The candidate should be well versed in scripting languages and Web 2.0/3.0 frameworks and should be open to experimenting with new technologies. We expect the candidate to show a strong inclination to learn and understand the Securitized Products Asset class.

II. Job Duties/ Responsibilities

Activity

30% E - Maintenance and development of internal databases and Web Server

30% E - Co-ordinate and manage existing project releases with the IT Team

40% E - Assist Research Analysts / Portfolio Manager with Analysis / Data Requests/ Model Development

100% TOTAL

III. Requirements

EDUCATION AND EXPERIENCE

- Undergraduate degree from a top-tier school preferably in a quantitative discipline such as math, science, engineering, computer science

- Graduate degree from a top-tier program with highly analytical focus, eg MBA in quantitative finance, MFE in financial engineering, MS in computer science, operation research, quantitative economics, econometrics, engineering or statistics

- At least 3+ years total work experience in Technology, preferably in Fixed Income / Securitized Products Technology and a strong aptitude for Problem Solving.

- Experience in developing and supporting quantitative models will be a plus.

LICENSES AND CERTIFICATIONS

- None required, but it will be beneficial to hold a CFA/FRM designation.

KNOWLEDGE, SKILLS, AND ABILITIES

- Extensive programming skills - VB, .NET, PHP/PERL, MYSQL - R and Python are a Plus

- Comfortable with UNIX/Bash scripting

- Experience in developing using Web 2.0/3.0 frameworks

- Intermediate and Advanced Statistics

- Excellent database skills - can maintain the entire database and work on adding sources of data.

- Project management skills; ability to scope, manage and implement solutions to provide critical technology support to the Portfolio Manager and Research Analysts.

- Strong Communication Skills and Interpersonal Skills

- High ability to handle ambiguity

PROBLEM SOLVING AND DECISION MAKING

- An ideal candidate will independently solve problems arising out of his day-to-day work with minimum supervision/help.

TRAVEL REQUIREMENTS

- 1-2 trips a year

NOTE : The above statements are intended to describe the general nature and level of work being performed by incumbents. They are not intended to be an exhaustive list of all responsibilities, duties and skills required by all incumbents. Incumbents may perform other duties as assigned. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions. Management retains the right to add to or change the duties of the position at any time.

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