Our Direct client located in NYC (Downtown) for a Senior Python/C++ Developer for a full time permanent role. The candidate must have quantitative development experience in Financial Industry using C/C++ and Python. Mortgage-backed and Asset-backed securities (MBS/ABS), agency and non-agency experience is required. The candidate must have Advanced academic degree (PhD or MS) in Engineering, Mathematics, Science, Operations Research or similar quantitative fields
ONLY LOCAL CANDIDATES TO NJ/NY WILL BE CONSIDERED – NO OUT OF AREA CANDIDATES AT THIS TIME.
The client would hire over a Phone and 2 VIDEO Interviews and initially will work remote until further notice. Afterwards the candidate is required to work onsite in NYC – No exceptions!
This is a W2 Only role – the client does not provide us with a rate range so let’s discuss your desired salary base
Must be able to pass an in-depth technical video interview
Please let me know if you are available and send in ONE EMAIL an updated word copy of your resume along with:
Full Legal Name:
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Desired Salary Base:
Title: MBS Quantitative Developer
Position Type: Direct Placement
Location: New York City, NY, United States
The MBS Quantitative Developer is a mid-level role responsible for development, and refactoring MBS Prepayment and Credit model implementation in order to bring the model code to the modern standards. This role is part of Analytics Research organization and reports to the Senior Prepayment Modeller.
- Maintain and develop of industry-leading MBS Prepayment and Credit models.
- Participate in refactoring of the code to achieve readiness for containerization and prepare the code for deployment on cloud-based platform.
- Work closely with Analytics Research team members, as well as partners from other teams to understand business logic behind MBS models, and their connections with other parts of Yield Book ecosystem.
- Proactively work with Technology and Data teams to ensure integration of models into cloud-based environment.
Skills and Experience:
- Advanced academic degree (PhD or MS) in Engineering, Mathematics, Science, Operations Research or similar quantitative fields is strongly desirable.
- At least 3-5 years of quantitative development experience in Financial Industry is required.
- Expert level hands-on demonstrable knowledge of C/C++ is a requirement.
- Knowledge of Fixed Income, Mortgage-Backed Securities, or Credit pricing and/or risk methodologies is a plus.
- Experience in Statistical, Econometric, or Data-Driven model development is a plus.
- Experience in Python programming language is a strong plus.
- Knowledge of Linux operating system, csh/bash/ksh is a plus.
- Strong work ethics and culture of responsibility and leadership.
- Strong communication skills. Team player.
- Familiarity with source control system such as GIT and modern build and release systems.
- Familiarity with modern IDEs is a plus.
- Strong analytical and problem-solving skills, good attention to details.
- Strong self motivation to face technical challenges.