RMBS Quant Developer- Structured Finance

Hybrid in New York, NY, US • Posted 30+ days ago • Updated 3 days ago
Contract Corp To Corp
Contract Independent
24 Months
Hybrid
$150 - $175/hr
Fitment

Dice Job Match Score™

🎯 Assessing qualifications...

Job Details

Skills

  • python
  • RMBS
  • Fixed Income
  • CMBS
  • Yieldbook

Summary

  • 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.

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: caldwell
  • Position Id: 8954445
  • Posted 30+ days ago
Contact the job poster
MK

Michael Kane

IT Recruiter @ The Caldwell Group
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