Apply Now

Quantitative Data Engineer - Fixed Income and Mortgages

• Posted 3 days ago • Updated 3 days ago

Full Time

On-site

Fitment

Dice Job Match Score™

⏳ Almost there, hang tight...

Job Details

Skills

Fixed Income
Data Acquisition
Decision-making
Scalability
Quantitative Analysis
Python
Code Review
Data Processing
Apache Spark
PySpark
Optimization
Caching
SQL
Data Warehouse
Snow Flake Schema
Amazon Redshift
Vertica
Analytical Skill
Statistical Models
Quantitative Research
Management
Git
Automated Testing
Continuous Integration
Continuous Delivery
Research
Mortgage
Finance
Modeling
Reference Data
Securitization
Reporting
Databricks
Orchestration
Cloud Computing
Machine Learning Operations (ML Ops)
Analytics
Pandas
scikit-learn
Workflow
Scheduling
Data Quality
Artificial Intelligence
Code Refactoring
Testing
IaaS
Storage
Access Control
Data Architecture
Computer Science
Data Science
Statistics
Computational Finance
Mathematics
Economics
Physics
Distributed Computing
Data Engineering
Machine Learning (ML)

Fixed Income
Data Acquisition
Decision-making
Scalability
Quantitative Analysis
Python
Code Review
Data Processing
Apache Spark
PySpark
Optimization
Caching
SQL
Data Warehouse
Snow Flake Schema
Amazon Redshift
Vertica
Analytical Skill
Statistical Models
Quantitative Research
Management
Git
Automated Testing
Continuous Integration
Continuous Delivery
Research
Mortgage
Finance
Modeling
Reference Data
Securitization
Reporting
Databricks
Orchestration
Cloud Computing
Machine Learning Operations (ML Ops)
Analytics
Pandas
scikit-learn
Workflow
Scheduling
Data Quality
Artificial Intelligence
Code Refactoring
Testing
IaaS
Storage
Access Control
Data Architecture
Computer Science
Data Science
Statistics
Computational Finance
Mathematics
Economics
Physics
Distributed Computing
Data Engineering
Machine Learning (ML)

Summary

Quantitative Data Engineer - Fixed Income and Mortgages

The Quantitative Data Engineer partners closely with Quantitative Research and is responsible for the end-to-end data workflow that supports loan-level and structured credit modeling. This role owns data acquisition, feature generation, model inputs, and production-ready datasets used across quantitative investment and risk analytics. It is a hands-on engineering position for someone who wants to work directly alongside researchers and contribute to the development, deployment, and improvement of data-driven models.

The role collaborates with Research, Engineering, and Investment teams to build scalable analytics and machine learning infrastructure that supports investment decision-making.

Core Responsibilities

Design and maintain large-scale data pipelines supporting credit, mortgage, and structured product analytics.
Build and optimize loan-level feature engineering workflows and model input datasets.
Develop reproducible data processing frameworks that support research, validation, and production deployment.
Partner with quantitative researchers to implement new features, validate methodologies, and improve model performance.
Work with engineering teams to productionize research outputs and improve platform scalability and reliability.
Support ad hoc quantitative analysis and investigation of portfolio, collateral, and performance datasets.

Required Qualifications

Strong Python development experience, including production-quality code, testing, packaging, and code review practices.
Deep experience with distributed data processing using Spark and PySpark, including optimization of joins, partitioning, caching, skew management, and execution performance.
Advanced SQL skills and experience querying large columnar data warehouses such as Snowflake, Redshift, BigQuery, Vertica, or similar platforms.
Experience building analytical datasets and feature engineering workflows for machine learning, statistical modeling, or quantitative research.
Strong understanding of reproducible data pipelines, experiment tracking, artifact management, and version-controlled development.
Experience working in shared engineering environments utilizing Git, automated testing, and CI/CD processes.
Ability to work directly with quantitative researchers and translate research requirements into scalable engineering solutions.

Preferred Qualifications

Experience working with loan-level, mortgage, consumer credit, or structured finance datasets.
Exposure to prepayment, default, transition, or loss modeling in credit or securitized products.
Familiarity with market and reference data providers, securitization cash flows, collateral reporting, or structured product analytics.
Experience with Databricks, Delta Lake, workflow orchestration tools, and modern cloud-based analytics platforms.
Exposure to model deployment, scoring frameworks, experiment tracking, or machine learning operations.
Experience with high-performance analytics tools such as Polars, DuckDB, Pandas, and scikit-learn.
Familiarity with workflow scheduling, data quality monitoring, and pipeline validation.
Comfortable using AI-assisted development tools to accelerate coding, refactoring, testing, and codebase navigation.
Knowledge of cloud infrastructure, object storage, access controls, and cost-efficient data architecture.

Education

Bachelor's, Master's, or PhD in Computer Science, Data Science, Statistics, Financial Engineering, Mathematics, Economics, Physics, Engineering, or a related quantitative discipline.
Candidates from adjacent industries are welcome, particularly those with strong distributed computing, data engineering, and machine learning experience.

Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.

Dice Id: 90922487
Position Id: 24666364
Posted 3 days ago

Create job alert

Never miss an opportunity! Create an alert based on the job you applied for.

Manhattan, Kansas

•

3d ago

Mortgage Analytics Developer - Fixed Income and Mortgages The Mortgage Analytics Developer designs, builds, and maintains the loan-level analytics and simulation infrastructure used to support structured credit, mortgage, and asset-backed investment analysis. This role sits at the intersection of quantitative modeling, software engineering, and portfolio analytics, working closely with Research, Engineering, and Investment teams to transform collateral-level behavior into security-level insights

Full-time

Full Stack Quantitative Developer with Capital Marketing and Fixed Income Experience

Remote

•

25d ago

Job Details: Job Title: Full Stack Quantitative Developer with Capital Marketing and Fixed Income Experience Location: Tampa, FL and New Jersey 100% Remote Duration: Long Term Contract Job Description: We are hiring a Full Stack Quantitative Developerto design, build, and own end-to-end applications that support credit, private credit, structured products, and CLO businesses. This is a hands-on engineering role with quant DNA: you will write production code across the stack, model financial ca

Easy Apply

Third Party, Contract

Depends on Experience

Staff Software Engineer, Data Products

Remote

•

Today

Omada Health is on a mission to bend the curve of chronic disease. We rely on trusted, high-quality data to power intelligent products, personalized member experiences, and data-driven decision making. As machine learning becomes increasingly central to our platform, we're investing in the data foundations that enable scalable model development, experimentation, and production inference. Job overview: We are seeking a Staff Software Engineer, Data Engineering to lead the design and developmen

Full-time

USD 202,400.00 - 253,000.00 per year

Analytics Engineer 5 - Content & Studio

Remote

•

Today

At Netflix, our mission is to entertain the world. Together, we are writing the next episode - pushing the boundaries of storytelling, global fandom and making the unimaginable a reality. We are a dream team obsessed with the uncomfortable excitement of discovering what happens when you merge creativity, intuition and cutting-edge technology. Come be a part of what's next. Data and Insights at Netflix is aimed at using data, analytics, causal inference, machine learning (ML), and sciences to im

Full-time

USD 330,000.00 - 566,000.00 per year

Search all similar jobs

Quantitative Data Engineer - Fixed Income and Mortgages

Dice Job Match Score™

Job Details

Skills

Summary

Similar Jobs