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Quant Modeler – CLO Products

SEQ Technology LLC

This is a Contract position in New York City, NY posted June 9, 2021.

The individual will be responsible for supporting CLO product integration– designing analytics, developing model, publishing research reports, and working closely with Client Service, Product Management, and Technology team on CLO product.

Key Responsibilities

 Working on all aspects of CLO prepay/default model development including model framework design, data processing, statistical analysis and regression, model testing, and validation.

 Conducting and publishing research on market trend, performance surveillance, and model updates.

 Analytics design and validation for CLO product.

 Commitment to maintenance, support and improvement of models.

 Coordination with developers, data teams, other Research team members on model code, to facilitate troubleshooting and handle client requests.

 Contribute to model validation process, as required by the internal and external clients.

 Maintain model documentation at the appropriate level of clarity and detail.

Candidate Profile / Key Skills

 Strong quantitative research and statistical modeling skills are required.

 Expertise domain knowledge of CLO products.

 Strong development skills in Python, data science, and machine learning are a significant plus.