Manager, Structured Products Modeling

About the role

This individual will research, develop, maintain and support a wide variety of structured finance and quantitative models and methodologies for fixed income securities. This position may be based in Atlanta or New York.

Responsibilities

• Lead the modeling effort to support coverage on: CMO and US structured deals; European and non-dollar structured deals; CLOs, CDOs
• Assist in independent research for the development of quantitative models and risk management framework for fixed income securities, equities and their derivatives with high-quality research papers and presentations for our clients and prospects
• Work closely with the development team and the quality assurance team to ensure timely releases of the product with enhanced capabilities and the highest quality
• Support account managers with client related analytical issues. This may require on-site support
• Support the sales specialists, as needed. This may require on-site support

Qualifications and experience

• 5+ years professional experience in the waterfall modeling, nuances, and assumptions used in structured deals
• Ability to build prototypes for structured deals using Python, Excel or other solutions
• Preferably experience modeling deals using Intex or other structuring utility
• Advanced degree in a quantitative field (e.g. mathematics, physics, engineering and finance)
• Solid programming skills in C++, Java, or Python, with some experience in SQL
• Advanced training in statistical inference, time series analysis, machine learning, and Monte Carlo simulation is highly desirable
• Highly motivated. Both a self-starter and a team player. Must be able to work collaboratively and productively in remote environments with teams in other global offices

Pay

New York base salary range: $165,000 – $187,000 USD. This range does not include incentive compensation. Compensation is based on skillset and experience of the individual.

Benefits

Regular full-time ICE employees are eligible for healthcare coverage (medical, dental and vision), a 401(k) plan, life insurance, time off, and paid leave for qualifying circumstances.