Senior Quantitative Researcher (Structured Products)

FactSet Research Systems-posted 11 months ago
$184,000 - $240,000/Yr
Full-time • Senior
Boston, MA
5,001-10,000 employees
Computing Infrastructure Providers, Data Processing, Web Hosting, and Related Services
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Attention all experts in quantitative analysis! We're seeking a Senior Quantitative Researcher to elevate FactSet's advanced analytics in structured products to the next level. The Senior Quantitative Researcher will work on enhancing the quality and coverage of FactSet's advanced quantitative analytics offerings in structured products. In this role, the senior researcher leads the research projects in mortgage prepayment models and has the opportunity to guide several junior researchers. In addition, regular collaboration with product management, sales, software engineering, and model validation is required to direct the execution of the directions set by the directors and analytics leadership team. Our fixed-income research and development team consists of self-motivated, articulate, and highly skilled professionals-a unique blend of people with highly quantitative skill sets. We are seeking a smart and highly motivated senior quantitative researcher to join the mortgage research team.

  • Participate in every stage of FactSet's modeling of fixed income and structured product securities as part of an international team of world-class specialists in mathematical finance.
  • Responsible for creating and updating advanced mathematical models for financial securities such as agency mortgage-backed securities, non-agency RMBS, credit risk transfer bonds, multifamily securities, etc.
  • Collaborate with groups across the organization to identify, design, and execute project plans and enhancements related to fixed-income analytics.
  • Implement updates to the FactSet prepayment model, credit model, and analytical functionality in a complex code base.
  • Test and analyze new features, models, and methodologies. Write up documentation and client-facing whitepaper.
  • 5+ years working in fixed-income markets and structured products.
  • Master in Financial Engineering, Math, Computer Science or closely related field.
  • Exceptional analytical proficiency and problem-solving skills. Strong knowledge of statistical analysis. Ability to communicate complex concepts clearly and effectively.
  • Strong verbal communication skills and works well in a team environment.
  • Agile, action-oriented, quick thinker: you can deliver preliminary results quickly by simplifying assumptions and taking time to dive deeper if our business priorities allow and the problem demands more scientific rigor.
  • Hands-on experience in programming (C++ or Python) and knowledge of object-oriented paradigms is preferable.
  • Experience in risk modeling is preferable.
  • Experience with the CMBS/CLO market is a plus.
  • Knowledge in SQL, preferably on MSSQL Server.
  • Professional experience with FactSet is a plus.
  • Flexible work accommodations. Choose to work remotely, in person, or in a hybrid set-up.
  • The opportunity to join a growing firm with a proven track record of success for over 40 years, made up of thoughtful, innovative minds that value collaboration and welcome your new ideas to the table.
  • Mentorship and growth opportunities from senior employees.
  • Career progression planning and a focus on career development, complete with dedicated time each month for conference attendance, online learning seminars, and networking.
  • A robust social community dedicated to volunteerism, intramural sports, and team-building events.
  • Business resource groups that align with our DE&I strategy, designed to cultivate an inclusive environment for all.
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