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.