Operations

Quantitative Research Manager

Responsibilities:

  • Manage team of quantitative strategists.
  • Manage proprietary investment decision engine.  
  • Update option pricing parameters and price options for fund investors. 
  • Estimate trends in the real estate finance industry to identify new target markets.  
  • Facilitate institutional sales and business development effort with quantitative finance support. 
  • Model credit risk and prepayment hazard rates.  
  • Analyze cash management and optimization.  
  • Conduct asset pricing.  
  • Conduct portfolio optimization and diversification.  
  • Develop, train, and maintain data science models by leveraging massive real estate and financial databases and build applications/services on AWS.

Requirements:

  • Master’s Degree in Financial Engineering, Operations Research, Applied Statistics, or closely related field
  • 36 months experience in quantitative research
  • Proficiency in object-oriented Python, MySQL, Hadoop, Spark, and AWS