Job responsibilities
- Develop, maintain, and enhance models for the SPG ABS businesses
- Document models to pass strict regulatory and in-house standards
- Develop and model performance tracking and regulatory analysis
- Work closely with technology teams on integration of models in applications
- Support trading activities by explaining model and algorithm behavior
Required qualifications, capabilities and skills
- MS or PhD in finance, mathematics, computer/data science, physics, or other quantitative field
- Strong financial modeling skills including Machine Learning
- Strong software design skills and ability to code models in Python and C++
- Excellent communication and writing skills
- Ability to work in a high-pressure environment and a good team worker
Preferred qualifications, capabilities and skills
- Structured product (ABS/CMBS) experience is a plus