Quantitative Analyst, Structured Credit - Marathon Asset Management, LP

Marathon Asset Management is a market and cycle-tested global alternative credit manager founded in 1998 by Bruce Richards (Chief Executive Officer) and Louis Hanover (Chief Investment Officer). The firm manages approximately $22 billion in assets under management across the corporate, real estate, structured credit and asset-based credit markets.  Marathon’s team is fully integrated to capitalize on credit opportunities globally in both the public and private credit markets, with its headquarters in New York and offices in London, Luxembourg, Miami and Los Angeles.

• Support asset and portfolio management functions and contribute to fundraising efforts through:
• Active monitoring and reporting of existing portfolio exposures and performance
• Preparation of performance, commentary, and marketing materials for current and prospective investors
• Developing and implementing quantitative models of consumer and residential whole loans, and being responsible for the ongoing monitoring of asset performance
• Analyzing large amounts of data relating to the credit markets and economic trends; reporting on insights obtained to inform business strategies
• Support senior investment professionals in analyzing structured credit / asset-based investments across a range of sectors, with a focus on, but not limited to, the residential and consumer credit sectors. Examples include:
• Liquid structured credit securities (ABS, CLO, CMBS, RMBS)
• Consumer loans, mortgages and other asset based debt
• Tasks will include:
• Preparation of investment committee memorandums
• Performing due diligence on prospective investment opportunities
• Taking directions on quantitative modeling from senior quantitative professionals
• Assist in preparation of asset management reports with senior asset managers

• BA or BS degree showing strong quantitative skills
• 0-2 years’ experience in the fixed income/credit markets, experience in structured credit a plus but not required
• Experience and comfort with programming languages is required (Python /C++)
• Proficiency in MS Office suite (Excel, PowerPoint, Word, etc.), VBA and MS SQL;
• Solid understanding of bond math and cashflow modelling fundamentals
• Excellent written, verbal, and interpersonal communication and presentation skills
• Ability to handle multiple projects at the same time
• Outstanding work ethic, ability and desire to work in a dynamic and fast paced environment
• Strong motivation and desire to learn

The average salary for this role is $100,000 - $125,000 base pay and exclusive of any bonuses or benefits.  The base pay offered will be determined based on your experience, location, skills, training, certifications, and education, and in addition we will also consider internal equity and market data. We do not anticipate that candidates hired will begin at the top of the range however, from time to time, it may occur on a case by case basis.

No agencies, please
Equal Opportunity Employer M/F/D/V