RMBS Quant Developer- Structured Finance

Job Description: We are seeking a Junior Quantitative Developer to support the development and production of systematic investment models and portfolio systems. This is a hands-on role focused on building scalable data pipelines, productionizing quantitative models, and ensuring reliable portfolio construction. You will work closely with researchers, portfolio managers, and engineering teams to transform quantitative strategies into real-world, tradeable solutions. Key Responsibilities: Buil

Location: Jersey City, NJ - hybrid 3 days a week Interview - 2 rounds of Interviews Primary Responsibilities:Maintain and enhance in-house fixed income risk modelsDesign and produce model performance metrics and reports to support communications with both internal model users and external supervisorsIndependently format and validate analysis results to ensure qualit Qualifications:5+ years of working experience and must have 3+ years of hands-on experience in quantitative models, research, wit

CANDIDATES MUST HAVE UNDER TEN YEARS OF EXPERIENCE. THE MANAGER WANTS CANDIDATES BETWEEN 5-10 YEARS AND WILL NOT CONSIDER SENIOR RESOURCES OVER 10 YEARS. Client REJECTED THE 15 YEAR CANDIDES WE SENT. NO CANDIDATES CURRENTLY IN PLAY CANDIDATES MUST BE QUANT DEVELOPERS IN PYTHON AND HAVE RECENT, ABUNDANT EQUITY TRADING EXPERIENCE. EQUITY TRADING MODELS - EQUITY TRADING MODELS Job Description: RBC is seeking a Quantitative Developer to join its Equities technology team in Jersey City, responsible

Were hiring a Senior Quantitative Analyst / Portfolio Manager to join a high-performing multi-asset investment team managing ~$5B in AUM. This is a hands-on role focused on building and deploying systematic investment models that directly drive portfolio decisions across equities, fixed income, and commodities. What youll do: Develop and enhance quant models for asset allocation, regime detection, and portfolio optimization Build trading signals, backtest strategies, and deploy models into