{"schemaVersion":"jobsearcher.job.v1","id":"6bb474a4bb11242cab537c7f","url":"https://jobsearcher.com/jobs/6bb474a4bb11242cab537c7f","canonicalUrl":"https://jobsearcher.com/jobs/6bb474a4bb11242cab537c7f","title":"Quantitative Developer","description":"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","company":"Private","rawCompany":"private","city":"White Plains","state":"NY","isRemote":false,"isActive":false,"createdAt":"2026-05-03T05:16:28.390Z","occupations":[{"code":"13-2099.01","title":"Financial Quantitative Analysts","slug":"financial-quantitative-analysts"},{"code":"15-1252.00","title":"Software Developers","slug":"software-developers"},{"code":"13-2072.00","title":"Loan Officers","slug":"loan-officers"}],"industries":[{"code":"541511","title":"Custom Computer Programming Services","slug":"custom-computer-programming-services"},{"code":"522299","title":"International, Secondary Market, and All Other Nondepository Credit Intermediation","slug":"international-secondary-market-and-all-other-nondepository-credit-intermediation"},{"code":"523940","title":"Portfolio Management and Investment Advice","slug":"portfolio-management-and-investment-advice"}],"jobPosting":{"@context":"https://schema.org","@type":"JobPosting","title":"Quantitative Developer","description":"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","datePosted":"2026-05-03T05:16:28.390Z","dateModified":"2026-05-03T05:16:28.390Z","hiringOrganization":{"@type":"Organization","name":"Private","sameAs":"https://jobsearcher.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"White Plains","addressRegion":"NY","addressCountry":"US"}},"identifier":{"@type":"PropertyValue","name":"JobSearcher","value":"6bb474a4bb11242cab537c7f"},"url":"https://jobsearcher.com/jobs/6bb474a4bb11242cab537c7f"}}