Quantitative Researcher

Quantitative Researcher – CLO/Structured Credit

New York

A leading multi-manager hedge fund is looking to add a Quantitative Researcher to support investment teams focused on structured credit and leveraged finance, with a strong emphasis on CLOs, loan portfolios, and relative value opportunities.

This role sits directly alongside portfolio managers, analysts, and traders, building the analytics, models, and tools used to evaluate and trade CLO investments. It’s a mix of research, modeling, and hands-on development, with real exposure to the investment process.

What you’ll be doing:

• Build and improve valuation, screening, and monitoring tools for CLOs and loan portfolios
• Run scenario analysis, relative value analysis, and risk monitoring across portfolios
• Research and backtest CLO investment strategies using Python-based frameworks
• Work closely with PMs and analysts to turn research into production-ready tools
• Maintain clear documentation around models, assumptions, and code

What they’re looking for:

• 3\+ years in a quantitative or technical role (buy-side or sell-side credit is ideal)
• Strong Python skills (NumPy, Pandas, SciPy, etc.)
• Experience building tools or models for credit markets — CLO or securitized products is a big plus
• Familiarity with Intex for cash flow and deal analysis
• Solid software engineering fundamentals (version control, testing, etc.)

Nice to have:

• Some exposure to C\+\+ or performance-oriented libraries
• Experience building APIs (FastAPI, Flask)
• Knowledge of databases (SQL/NoSQL)
• Exposure to machine learning in credit or rates
• Experience working with cloud platforms (AWS, GCP, Azure)