SixPoint Capital Management is a hybrid credit provider for fintech lenders in emerging and frontier markets. We are seeking a highly skilled Quantitative Analyst or Data Scientist to join our Risk and Analytics team.

Responsibilities

Develop and maintain core libraries and functionalities for our internal tools used for structuring, pricing, and managing risk.
Utilize advanced statistical modeling techniques, including time series analysis, stochastic calculus, and Monte Carlo simulations.
Perform exploratory data analysis to inform model development and validation.
Implement optimization techniques for various risk and pricing models.
Write clean, efficient, and well-documented code in Python.
Collaborate with cross-functional teams to understand industry-specific challenges and integrate solutions.
Ensure adherence to best practices in mathematical and financial modeling.

Requirements

Bachelors degree in Statistics, Applied Mathematics, or a related field.
Experience in financial modeling and risk management, ideally at a bank or other financial institution.
Strong foundation in mathematics and statistical modeling.
Proficient in Python.
Deep understanding of time series models, stochastic calculus, and Monte Carlo methods.
Experience with optimization techniques and simulation modeling.
Strong intuition and analytical skills for data importance in modeling.
Experience with survival analysis, state-space modeling, and Markov chains.
Familiarity with credit-risk modeling and emerging markets.
Strong problem-solving skills and attention to detail.
Ability to communicate complex technical concepts to non-technical stakeholders.

SixPoint Capital Management

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Data Scientist / Quantitative Analyst (Credit)