Quantitative Developer

RMBS Quant Developer – Structured Finance Joining 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 Expertise 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. Familiarity withYieldbook,Intex, Trepp, Markit, Bloomberg MBS functions, and loan-level data vendors is highly desirable. Technology Skills 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. Education & Experience Bachelor'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 Skills Ability 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