Quantitative Analyst Programmer Mortgage Trading Desk
Cerberus Capital Management
Job Overview
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Job Description
Quantitative Analyst Programmer Mortgage Trading Desk
Cerberus Capital Management (CCM) is seeking graduates with PhD or Master’s degrees in quantitative fields to join our mortgage trading desk as a Quantitative Analyst/Programmer. You will be instrumental in engineering and optimizing data processing, model development, trading processes, and interface development, working directly alongside the trading desk. This role offers a unique opportunity to provide critical insights to portfolio managers and the broader investment team from within the trading desk environment.
About Cerberus Capital Management
Founded in 1992, Cerberus is a global leader in alternative investing, managing approximately $65 billion in assets across credit, private equity, and real estate strategies. We leverage integrated investment platforms and proprietary operating capabilities to enhance performance and create long-term value. Our experienced teams collaborate across asset classes, sectors, and geographies to achieve strong risk-adjusted returns for our investors. Learn more at www.cerberus.com.
Responsibilities & Deliverables
- Explore and develop analytical tools to analyze large datasets across various asset classes, including RMBS and asset-backed securities.
- Collaborate directly with traders and portfolio managers to implement and test various financial models.
- Partner with other developers and programmers on the team for larger-scale projects.
- Participate in real-time, transaction-oriented projects.
- Engage in various portfolio management projects, such as position and risk management systems.
Key Requirements
- PhD or Master’s degree in a quantitative science or engineering discipline (e.g., computational finance, math/statistics, physics, mechanical/electrical engineering, operations research).
- Strong analytical and mathematical skills.
- Fluency in at least one programming language.
- Experience working with large datasets; SQL or Python proficiency is a plus.
Compensation and Benefits
The base salary for this position is expected to range from $140,000.00 to $215,000.00, commensurate with experience and qualifications. In addition to base salary, this role is eligible for an annual discretionary bonus and a comprehensive benefits package.
Key skills/competency
- Quantitative Analysis
- Programming
- Mortgage Trading
- RMBS Analysis
- Data Processing
- Model Development
- Risk Management
- Asset-Backed Securities
- Portfolio Management
- SQL/Python
How to Get Hired at Cerberus Capital Management
- Tailor your resume: Highlight your PhD/Master's degree, quantitative skills, programming languages (SQL, Python), and experience with large datasets.
- Showcase analytical prowess: Emphasize your experience in developing analytical tools, implementing models, and data analysis relevant to RMBS and ABS.
- Demonstrate collaboration: Include examples of working directly with traders, portfolio managers, or other developers on projects.
- Prepare for technical interviews: Be ready to discuss your quantitative background, problem-solving approach, and programming skills.
- Research Cerberus: Understand their alternative investment strategies and how your quantitative skills can drive value.
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