PhD Degree Required - Quantitative Analyst/Programmer, Mortgage Trading Desk (RMBS)

Cerberus Capital Management • New York, NY

95d • $140,000 - $215,000

About The Position

Cerberus Capital Management (CCM) is recruiting graduates of PhD programs to join our mortgage trading desk as a Quantitative Analyst/Programmer. You will work directly with the trading desk to engineer and optimize data processing, model development, trading processes, and interface developments. You will sit on the trading desk and provide insights to portfolio managers and the broader investment team.

Requirements

• PhD degree in science and engineering discipline, such as math/statistics, physics, mechanical/electrical engineering, or operations research
• Strong analytical and math skills
• Fluent in at least one programming language
• Experience working with large data sets: SQL or Python a plus

Responsibilities

• Explore and develop analytical tools to analyze large datasets of various asset classes including RMBS and asset-backed securities
• Work with traders/portfolio managers directly to implement and test various models
• Partner with other developers/programmers on the team on larger scale projects
• Participate in real-time transaction-oriented projects
• Participate in various portfolio management projects, such as position and risk management systems

Benefits

• Annual discretionary bonus
• Robust benefits package

What This Job Offers

• Job Type: Full-time
• Career Level: Entry Level
• Education Level: Ph.D. or professional degree