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MassMutual · 1 hour ago

Lead Quant Credit Strategist

New York, NY

Full-time

Onsite

Lead/Staff

10+ years exp

MassMutual is a leading financial services company, and they are seeking a Lead Quant Credit Strategist to provide quantitative investment insights on private credit investments. This role involves developing statistical models, collaborating with portfolio managers, and influencing investment allocation decisions.

FinanceFinancial ServicesInsuranceLife InsuranceRetirement

H1B Sponsor Likely

Hiring Manager

Lauren Cosentino

Responsibilities

Provide quantitative investment insights on MassMutual’s private credit investments, leveraging both third party tools and proprietary models

Drive value-add thought leadership to asset allocators and corporate stakeholders on quant credit and high-impact projects, enhancing and protecting net investment income

Collaborate closely with portfolio managers on deals, offering a quantitative view on risk and due diligence

Develop statistical models for risk assessment and asset performance forecasting

Leverage alternative data for investment insights

Quantify cashflow uncertainty on deals

Develop a security master for private assets

Estimate spread duration and the value of embedded options on deals

Qualification

Private credit marketsStatistical modelsPython scriptingFinancial services experienceCommunication skillsProject managementMaster's degreeRelevant certificationsData visualizationCommercial risk models

Required

10+ years working in financial services as a strategist, portfolio manager, or risk manager

Bachelor's in a technical field

Deep knowledge of the private credit markets, including but not limited to middle market loans, portfolio funding, real estate, and ABS

Experience working on private market deals as a stakeholder

Capability in developing and applying statistical and econometric models

Experience with working with imbalanced data

Knowledge of accounting and regulatory regimes

Excellent communication skills explaining complicated quantitative concepts to nontechnical stakeholders and influencing portfolio managers

Experience in providing requirements to developers and managing project from development to production

Python scripting proficiency and data visualization

Preferred

Master's degree in financial engineering, statistics, machine learning, econometrics or similar disciplines

Experience structuring private ABS deals

Knowledge of the CLO, public ABS, middle market loans, BSLs, and HY corporates

Relevant certifications: CQF, CFA, ARPM, FRM, PRM, or CAIA

Knowledge of Python's analytic and statistical modeling package ecosystem

Intex and/or other cashflow engines

Commercial risk models

Benefits

Regular meetings with team

Focused one-on-one meetings with your manager

Networking opportunities including access to Asian, Hispanic/Latinx, African American, women, LGBTQ, veteran, and disability-focused Business Resource Groups

Access to learning content on Degreed and other informational platforms

Your ethics and integrity will be valued by a company with a strong and stable ethical business with industry leading pay and benefits

Company

MassMutual

Glassdoor3.9

MassMutual is a mutual life insurance company that provides investment management and trust services.

Founded in 1851

Springfield, Massachusetts, USA

5001-10000 employees

https://www.massmutual.com/

H1B Sponsorship

MassMutual has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

Distribution of Different Job Fields Receiving Sponsorship

Represents job field similar to this job

Trends of Total Sponsorships

2025 (96)

2024 (94)

2023 (66)

2022 (115)

2021 (121)

2020 (73)