Quantitative Analyst

Summary:

Interested in working within a cutting-edge financial and engineering team with the opportunity to expand our data science and machine learning capabilities?

Neuberger Berman’s San Francisco office is looking to grow out our quantitative analytics team within the Specialty Finance Group. This venture has a heavy focus on the Fintech space and has frequent collaboration with many of the largest venture capital and financial technology platforms globally.

We are looking to hire an innovative Quantitative Analyst to be directly involved in the modeling and underwriting of the firm’s consumer credit and broader specialty finance strategy. As this role will have a strong influence in portfolio and risk management decisions and direct interaction with the senior leaders of the group, a successful candidate will need to have an entrepreneurial spirit with the ability to think creatively.

This role will provide you with visibility into the firm’s core strategies, while being part of a new and growing team, meaning you will be able to work on innovative projects with the backing and resources of one of the top global asset management firms in the world with over $295 billion in AUM. The work you do will have a tremendous impact on the group’s approach to risk and purchasing decisions. This role has great exposure, working with like-minded creative colleagues from finance, operations, as well as other investment teams across the firm.

Responsibilities :

• Managing large amounts of complex data in R or Python and running quantitative queries.
• Pricing and modeling securitizations, residuals either in Intex or create your own model in Excel.
• Building various whole loan models along with loss and pre-payment forecasting
• Comfort doing initial due diligence and write-ups on potential investments.

Requirements:

• Quantitative and Developer experience
• Direct experience with whole loans. Can be via fintech/marketplace lending originator or at a Wall Street firm/fund (consumer loans, small business loans, MBS, ABS, CLO)
• Master’s or PhD degree in a quantitative field such as statistics, mathematics, finance and economics.
• Direct experience with quantitative credit risk modeling and/or portfolio analytics in a top tier financial institution or origination platform.
• Proficiency with statistical and data analysis and programming tools such as R, SAS, Stata, SQL or Matlab.

Neuberger Berman is an equal opportunity/affirmative action employer. The firm and its affiliates do not discriminate in employment because of race, color, religion, gender, national origin, protected veteran status, disability, age, citizenship, marital or domestic/civil partnership status, sexual orientation, gender identity or expression or because of any other criteria prohibited under controlling federal, state or local law. If you would like to contact us regarding the accessibility of our website or need assistance completing the application process, please contact onlineaccommodations@nb.com .