Job Closed
Quantitative Developer – Mortgage Analytics
- Source: LinkedIn
- Goldman Lloyds
- $200,000 to $250,000 /yr
- On-site
- New York City
- Full-Time
- Mid level
Job Description
**Quantitative Developer – Mortgage Analytics
Leading Hedge Fund
US East Coast
Hybrid**
We are consulting a long-standing hedge fund to identify a Quantitative Developer to join a small, high-impact team of four supporting their fixed income and credit investment function. This seat combines deep mortgage analytics expertise with hands-on Python development — building and maintaining production-grade systems that feed directly into front office decision-making.
What You’ll Be Doing
- Building and maintaining quantitative systems supporting mortgage analytics, credit modeling, and front office workflows
- Working directly with analysts, traders, and portfolio managers to deliver new features and analytical tools
- Developing and maintaining prepayment, delinquency, default, and credit models across Agency and Non-Agency RMBS
- Engineering production-grade data pipelines and analytics infrastructure across large mortgage datasets
- Supporting front office workflows across credit and fixed income products including CMBS, RMBS, and CLOs
What We Are Looking For
- 5–10+ years of strong Python engineering experience in a production environment
- Deep understanding of Agency and Non-Agency RMBS — prepayment, delinquency, default, and credit modeling
- Experience with loan-level data, servicer reporting, and large structured-product datasets
- Strong SQL and data engineering capability
- Experience building production-grade quantitative systems — version control, testing frameworks, QC, and performance optimization
- Familiarity with Yieldbook, Intex, Trepp, Markit, or Bloomberg MBS functions highly desirable
- Bachelor’s, Master’s, or PhD in a quantitative discipline
- 5+ years in mortgage analytics, fixed income quant development, or related quantitative engineering
Beneficial
- Statistical modeling, Monte Carlo simulation, or machine learning applied to fixed income
- C#, VBA, or C++ experience
- ReactJS exposure
Location: US East Coast | Hybrid (3 days in office)
Compensation: Competitive base + bonus
Skills
- Python
- monte-carlo
- c-sharp
- cplusplus
This job is no longer accepting applications.
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