Quantitative Developer
RMBS Quant Developer – Structured FinanceJoining a team of four developers supporting the Structured Finance group at a long-standing hedge fund with offices across the US East Coast and London. The role combines quantitative mortgage analytics with hands-on development — building and maintaining production-grade systems, working directly with analysts, traders, and portfolio managers to deliver new features and support front office workflows across structured and securitized products.Business ExpertiseSolid 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.Familiarity with Yieldbook, Intex, Trepp, Markit, Bloomberg MBS functions, and loan-level data vendors is highly desirable.Technology Skills5- 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.Education & ExperienceBachelor's, Master's, or PhD in a quantitative discipline.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.Soft SkillsAbility to interface directly with traders and APMs/PMs to gather, refine, and deliver on requirements.Comfortable working in a fast-paced environment with rapidly evolving priorities; in-office three days per week.Strong communication and documentation skills.Self-driven, detail-oriented, and capable of independent research and implementation