Investment Platform Strats - Credit Quantitative Developer, Associate

Sixth Street

The Role

This is a full-time role based in New York, NY. The Investment Platform team within Investment Engineering is looking to hire a quantitative engineer and strategist to work with our Credit Market Strategies (CMS) and Direct Lending businesses. The role is focused on the development of risk management systems, portfolio and position reporting, and credit underwriting tools. The role will partner with our Investment Modeling Strats and other Investment Platform Strats and Engineers to expand our suite of sophisticated portfolio management tools to new asset classes and fund structures.

Core Responsibilities

  • Share in ownership of the CMS cashflow forecasting and scenario modeling
  • Partner with traders, PMs, analysts, and other investing professionals on live deals
  • Publish quantitative datasets to internal consumers for redistribution to our limited partners (LPs)
  • Prototype new quantitative underwriting models with our investing teams
  • Onboard new funds and accounts to our position management and risk systems
  • Contribute to our cash and liquidity reporting
  • Learn about new asset classes and become an expert in CLO liabilities and cashflow waterfalls
  • Migrate standalone models to new integrated risk platforms

What We Value

  • Highly motivated, entrepreneurial, and team-oriented candidates with strong problem-solving skills
  • Team orientation and influencing skills
  • High Trust and Integrity
  • Strategic / Entrepreneurial mindset
  • Strong combination of organizational and interpersonal/communication skills
  • Sense of ownership and self-reliance in solving problems

Preferred

  • Understanding of fixed income instruments, including corporate credit
  • Python programming experience
  • Thorough understanding of deployed software SDLC and development best practices
  • Experience on a trading desk at a financial institution
  • Experience with SecDb, Quartz, Athena, Beacon.io, or a similar compute graph is preferred
  • Experience with Intex is preferred
  • Experience with structured products, including CLO liabilities, is preferred
  • Full-stack development experience supporting web applications is preferred
  • Public cloud (AWS) experience is preferred
  • Experience with default and prepayment models is preferred
  • Self-starter who requires little direction
  • Ability to multi-task and maintain composure in a high-volume environment
  • Strong sense of urgency; ability to execute quickly and efficiently with strong attention to detail
  • Strong verbal and written communication abilities
  • Structured problem solver who can synthesize sophisticated information from a variety of sources into implementable recommendations and solutions
  • Ability to collaborate effectively across multiple teams.
  • Strong prioritization and project management skills.
  • Comfort working in a high growth, iterative environment

Compensation

The base salary for this position is expected to be between $165,000 and $215,000. The base salary offered to the selected candidate will be commensurate with a candidate’s relevant experience and other qualifications for the position, as determined by Sixth Street in its sole discretion.

In addition to base salary, this position is eligible for an annual discretionary bonus and a competitive benefits package. Benefits offered currently include health, life, long-term and short-term disability insurance and a 401(k) plan. In addition, this role is eligible for paid public holidays (NYSE calendar), paid sick days pursuant to local laws, and additional reasonable time off subject to manager approval.

If a job offer is extended for a location other than New York, the salary range may differ based on the location.

About Sixth Street

Founded in 2009, Sixth Street is a leading global investment firm dedicated to developing themes and offering solutions to companies across all stages of growth.

Our firm is designed for cross-platform collaboration at scale: we build businesses, invest for growth, acquire assets, provide direct financing, identify value in public markets, purchase royalty streams, and regularly develop first-of-their-kind structures to meet the strategic objectives of management teams.

We do all this globally and as one unified team of investment and control-side professionals working on behalf of our institutional investors and their beneficiaries around the world.

We believe adhering to our core values is a competitive advantage. Everyone on our team contributes their perspectives and expertise to help us solve complex challenges and get to the right answer. At Sixth Street, the best idea wins.

For more information, visit the Sixth Street Careers site or follow us on LinkedIn.

Sixth Street is proud to be an Equal Opportunity employer. We do not discriminate based upon race, religion, color, national origin, genetic history, marital status, gender (including pregnancy, childbirth, or related medical conditions), sexual orientation, gender identity, gender expression, age, veteran or military status, disability, genetic predisposition, status as a victim of domestic violence, a sex offense or stalking, or any other class or status in accordance with applicable federal, state and local laws.

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Confirmed 3 hours ago. Posted 3 days ago.

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