Quantitative Modeler - Fixed Income

1823 Partners•New York, NY

5d•$150,000 - $190,000

About The Position

We are seeking a highly motivated Quantitative Modeler to join our Fixed Income Modeling team. This team is responsible for developing and implementing advanced pricing, valuation, and risk management models that support investment decision-making, revenue generation, and efficient capital deployment across the firm’s fixed income portfolio. The ideal candidate will combine strong quantitative skills with practical experience in fixed income markets and structured products, contributing to both strategic portfolio initiatives and the enhancement of the firm’s modeling infrastructure.

Requirements

Master’s degree or higher in Finance, Economics, Mathematics, Engineering, Statistics, or another quantitative discipline
5+ years of experience in quantitative fixed income investing, modeling, or research
Demonstrated experience conducting quantitative research using advanced mathematical and statistical techniques
Strong programming and analytical skills, particularly in Python and SQL
Understanding of fixed income markets and structured credit products, including CLOs, ABS, MBS, mortgages, and corporate/government credit instruments
Strong problem-solving skills, intellectual curiosity and the ability to work effectively in a collaborative team environment

Nice To Haves

Experience working with financial data platforms and APIs such as Bloomberg and Intex preferred
Familiarity with quantitative risk and analytics platforms such as Beacon, SecDB, Quartz, Athena, or similar systems is a plus

Responsibilities

Contribute to the design, development, enhancement, and support of the firm’s pricing and risk analytics infrastructure, with a focus on financial instrument modeling from data specification through implementation
Partner closely with the Investment Team to develop market risk perspectives and identify new investment opportunities that support portfolio construction, ALM strategies, and capital optimization
Support portfolio optimization, valuation analytics, reinsurance pricing, and asset allocation initiatives for both existing and new investment opportunities
Develop and maintain quantitative models used for systematic and relative-value analysis across a broad range of fixed income asset classes, including: Structured products such as CLOs, ABS, and MBS; Corporate, government, and sovereign fixed income securities; Whole loans and lines of credit across consumer and commercial sectors, including residential and non-residential real estate, secured and unsecured lending, and open- and closed-end structures
Collaborate with cross-functional teams to improve modeling methodologies, analytics workflows, and investment processes