Job Description

5- 10+ years of strong Python programming experience.
Strong SQL and data-engineering capabilities.
Experience building production-grade quantitative systems including version control, testing frameworks, QC, and performance optimization.
C# and ReactJS experience is a plus.
VBA/C++ experience is a plus
Solid understanding of Agency & Non-Agency RMBS, including prepayment, delinquency, default, and credit modeling and monitoring.
Experience with loan-level attributes and servicer reporting conventions.
Understanding of front office workflows across credit and fixed income products, with a focus on structured/securitized products such as CMBS, RMBS, and CLOs.
Experience with large structured-product datasets including EMBS.
Knowledge of statistical modeling, numerical methods, machine learning, Monte Carlo simulation, and fixed-income mathematics is a plus.
5+ years of experience in mortgage analytics, fixed-income quant development, structured-products modeling, or related quantitative engineering roles.
Experience working in finance, ideally within a front office or desk-aligned technology team.

RMBS Quant Developer- Structured Finance

Quick Overview