Software Developer

Location: New York, NY

CLO Operations Associate

Location: New York, NY

Job Title: Software Developer

Duties:

You will be working with the latest Microsoft technologies (C#, .Net 4.5, SQL Server 2016, TFS) working on real projects and making a difference to our business from day one. You will work closely with senior developers and directly with business users making this a great opportunity to grow your skills both technically and professionally. We work in a fun and fast-paced environment and are looking for someone eager to learn. Our newer projects are also trending towards Web development with Python and React.

Requirements:

  • BS or MS in Computer Science or Computer Engineering
  • Knowledge of Object Oriented Programming
  • Understanding of data structures and algorithms
  • Experience with C# and the .Net Framework
  • Knowledge of SQL and Relational Databases (MS SQL, MySql, Oracle etc)

Ideal candidate also possesses:

  • Knowledge of or experience in the finance industry
  • Experience with Entity Framework, WCF, TFS
  • Python / React experience a plus

Mail resume to: Brigade Capital Management LP, ATTN: Raymond Luis, 399 Park Avenue, 16th Flr, NY, NY 10022.

Job Title: Structured Product Analyst

Duties:

Research and develop new investment strategies related to Structured Credit products including Auto, Student Loan, Aircraft, Credit Card, Railcar, Solar and other Esoteric ABS Asset Classes. Create and maintain investment tools using a variety of mathematical techniques such as Financial Modeling, Credit Risk Analysis, Econometrics, Time Series Analysis, Derivative Analytics and various Statistical Techniques. Maintain and improve existing tools and systems to monitor risk of the underlying assets. Work closely with the business development team to help improve synergy of marketing material and the fund characteristics. Produce risk reports and help respond to individual client requests.

Requirements:

  • MS in Finance or Econ. with min 3 years exp as Analyst/Associate at Finan
  • Institution, OR, a BS plus 5 years’ exp in same
  • Experience with Structured Credit, esoteric ABS, VBA and Python
  • Experience with IntexCalc, Bloomberg and structured products analytics platforms
  • Knowledge of statistics and mathematical modeling

Mail resume to: Brigade Capital Management LP, ATTN: Raymond Luis, 399 Park Avenue, 16th Flr, NY, NY 10022.

Job Title: Junior Quantitative Analyst

Duties:

Research and develop new investment strategies related to Structured Credit products such as Collateralized Loan Obligations, Credit volatility products such as options, Credits Correlation products such as synthetic tranches and Equity volatility products such as options, variance swaps and VIX. Create and maintain investment tools for the aforementioned products using a variety of mathematical techniques such as Financial Modeling, Credit Risk Analysis, Econometrics, Time Series Analysis, Derivative Analytics and various Statistical Techniques. Maintain and improve current codebase of existing tools and systems. Maintain large datasets in SQL and ability to create display tools for the queries inhouse GUIs or third-party tools or visualization libraries such as Ag-Grid and Chart.js. Produce reports and help respond to client requests. Respond to requests quickly and manage multiple work streams across asset classes.

Requirements:

  • MS in Math, Math Eng., or Finan. Eng. with min 2 years exp as Analyst/Associate in finance,
  • OR, a BS plus 5 years’ exp in same
  • Knowledge of common numerical methods and statistic techniques
  • Experience with credit derivatives and interest rate derivatives and implementing large-scale, data-intensive financial derivative pricing application
  • Experience with Docker, Kubernetes, Git, Python, C#, SQL and JavaScript

Mail resume to: Brigade Capital Management LP, ATTN: Raymond Luis, 399 Park Avenue, 16th Flr, NY, NY 10022.

Job Title: CLO Operations Associate

Brigade Capital Management, LP is seeking a CLO Operations Associate with approximately 2-5 years experience in a financial services firm, preferably CLO manager or trustee. The role offers the opportunity to work on a lean team and to contribute to Brigade’s external and internal standing in the credit market.

Job Qualifications / Responsibilities:

  • Experience with CLO compliance tests, hypothetical trade testing, tracking and closing CLO warehouses.
  • Experience with reconciliations of monthly reports and waterfalls with multiple CLO trustees including reconciling position data such as ratings, spreads, amortizations, etc.
  • Ability to maintain projection models for waterfalls and equity distributions.
  • Ability to understand and interpret requirements outlined in CLO Indentures, including ratings definitions, compliance tests definitions, and reporting procedures.
  • Experience handling bank loans, including cash and position reconciliations across multiple CLOs.
  • Wall Street Office Administrator experience a plus.
  • Experience with settling loan trades a plus.

Basic Qualifications:

  • Proactive, enthusiastic and team oriented.
  • Ability to prioritize and make decisions in a fast-paced environment.
  • Accuracy and attention to detail.
  • Strong written and verbal communication skills.
  • Strong analytical skills.
  • Adapt to new changes and new challenges.
  • Proficiency using the Microsoft Office Suite in particular Excel, PowerPoint and Microsoft Word required.

This position offers a competitive base salary, eligibility for a discretionary bonus, a top-notch benefits package (medical, dental, vision, life insurance are all 100% employer paid; daily seamless web lunch allowance), and a collegial working environment. Qualified candidates may apply by providing their resume, to jf@brigadecapital.com and careers@brigadecapital.com.