- 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.
- 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