Quant Research Analyst – Spec Fin / Securitization (Consumer Credit)

Location: Newport Beach, California, USA

Salary: $205,000–$305,000 annually, plus discretionary bonus

Company

Global active fixed-income investment firm operating across public and private markets, with expertise in credit, specialty finance, and securitization.

What you will do

• Source and evaluate consumer loan pools and specialty finance assets across mortgage, auto, and student lending.
• Lead analysis, pricing, and relative valuation of securitized consumer loan pools and related assets.
• Support portfolio management and monitor investment performance.
• Develop consumer credit outlooks and market insights.
• Analyze esoteric assets including SME loans, trade finance, and accounts receivable finance.
• Collaborate with deal teams and cross-functional partners to improve investment strategies and risk management.

Requirements

• Advanced degree in mathematics, science, engineering, statistics, physics, or another quantitative discipline.
• Statistical modeling expertise in consumer credit, including mortgage, auto, loan, or student loan portfolios.
• 5+ years of front-office quantitative experience at a leading sell-side or buy-side firm.
• Strong financial mathematics, probability, statistics, numerical problem-solving, and programming skills.
• Proficiency with Python or Slang, plus experience using R, SAS, Python, and SQL to analyze large datasets.
• Ability to communicate quantitative issues clearly with portfolio managers and developers while working closely with the trade floor.

Nice to have

• Familiarity with Intex and bond cash-flow modeling.

Culture & Benefits

• Full-time employment with base salary and discretionary performance bonus.
• High-performance, inclusive culture centered on collaboration, openness, responsibility, and excellence.
• Cross-functional collaboration with investment, development, and deal teams.
• Work focused on complex investments across the US, APAC, and Europe.