Quantitative Analyst, Quantitative Strategies Group

Responsibilities

• Work closely with SPG and PFG to provide quantitative and analytical insights across investment opportunities, ABS securitizations, and structured credit transactions - from deal inception through execution
• Support capital commitment objectives through systematic underwriting of investment opportunities. Deliver refined and polished views on analytics, base/stress assumptions, and cashflow models that accurately capture the risk/reward dynamics of potential trades
• Support investment advisory mandates by producing market-ready analytics, comparative deal analyses, and performance benchmarks that help articulate differentiated value proposition to clients and counterparties
• Develop and maintain analytical frameworks to evaluate collateral pools, form views on key pricing assumptions (e.g., prepayment speeds, default/loss curves), and deliver actionable insights that inform deal economics and structuring decisions
• Translate quantitative outputs into clear/concise narratives and presentation materials that support pitch efforts, client discussions, and internal committees
• Partner with the team to identify, prioritize, and integrate high-impact AI use cases across workflows. Explore and implement AI-driven approaches to collateral analysis using LLMs and Python based tools
• Partner with other functions within CSG and across the bank to ensure consistency in assumptions, methodologies, and market intelligence used across the group

Qualifications

• Master’s degree in financial engineering, math, statistics, computer science, or any another quantitative/analytical field required
• 3+ years of experience in Structured Finance, Securitization, or broader Fixed Income markets is required. Direct exposure to ABS products is strongly preferred
• Strong understanding of cashflow modeling and securitization mechanics - deal waterfalls, tranche structures, collateral performance analysis is preferred
• Proficiency in advanced excel & programming is required for this role. Hands-on experience in Python & SQL is critical for success
• Excellent communication and presentation skills - ability to distill complex analytics into clear, persuasive narratives for both internal stakeholders and external counterparties
• Builder's mentality - someone who doesn't just use existing tools but actively seeks to improve how the team works by introducing new technologies, frameworks, and AI-driven efficiencies
• Detail-oriented with strong organizational skills and a proactive, ownership-driven mindset

Pay

Salary Range: $150,000.00 - $200,000.00