| Our client is a global investment management firm headquartered in Southern California. They are currently seeking an Empirical Data Analyst to assist the Corporate and ABS/MBS Desks with advisory work. Relocation will be provided. Responsibilities · Design and implement empirical models for predicting default rates and where applicable prepayment rates for various asset backed sectors and corporates, including industries and single names. · Provide quantitative support for traders on an ongoing basis · Add new features as requested by portfolio managers, including risk management. · Track down and resolve issues within the system. Qualifications · Must have five (5) or more years of heavy SAS experience applied to any domain area in a commercial setting. Sell side trading desk quant experience a plus but NOT required. · Default/fraud prediction and/or other logistic regression type modeling preferred. · Highly competent in SAS or other statistical software package. Reasonable knowledge in at least some of the following: C, C++, Perl. · Good understanding of mathematical tools employed in financial engineering, such as stochastic calculus, probability theory and statistics · Ability to properly present and explain models to traders, technology and risk management. · Knowledge of factor copula models and interest rate models useful. · PhD (or MS) in Statistics, or closely related degree, from a top 10 school required. | 
