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2 дня назад

VP, Quantitative Research (Structured Products)

205 000 - 240 000$
Формат работы
onsite
Тип работы
fulltime
Грейд
senior
Английский
b2
Страна
US
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
VP, Quantitative Research (Structured Products): Developing prepayment, credit, cash flow, and risk analytics for RMBS, CMBS, and ABS within a scalable cloud-based analytics platform with an accent on C++ and Python development, Intex CMO integration, and high-performance computation. Focus on implementing securitized-products models, processing large-scale mortgage datasets, and building reliable research and production analytics infrastructure.

Location: New York, NY, USA

Base salary: $205,000–$240,000 per year, plus a discretionary bonus.

Company

hirify.global is an investment management firm specializing in active fixed income and public and private credit markets.

What you will do

  • Design, develop, and enhance structured-products analytics using the Intex CMO platform and mortgage-market datasets, including Loan Performance and EMBS data.
  • Implement and maintain prepayment, credit, and cash-flow models for securitized products.
  • Develop analytics and risk-measurement capabilities for RMBS, CMBS, and ABS across research and production environments.
  • Build and optimize a scalable cloud-based analytics platform for high-performance computation and large-scale data processing.
  • Collaborate with quantitative researchers, portfolio analytics teams, and cross-functional engineering groups in an agile environment.
  • Improve software engineering practices, testing, code quality, model governance, data security, and production support using AI-powered development and analytics tools.

Requirements

  • Master’s degree or higher in Computer Science, Mathematics, Financial Engineering, Statistics, Physics, or another quantitative STEM discipline.
  • 3–5 years of software development experience in financial services with strong proficiency in C++ and Python.
  • At least 3 years of experience developing analytics or technology solutions for securitized products, including residential mortgages, commercial mortgages, and asset-backed securities.
  • Strong experience with the Intex CMO API and understanding of structured-finance deal structures, cash-flow mechanics, and security-level analytics.
  • Experience integrating prepayment and credit models with collateral-level cash-flow engines and broader analytical workflows.
  • Experience designing scalable analytical systems in modern cloud-computing environments, with strong problem-solving skills and attention to detail.

Culture & Benefits

  • High-performance, inclusive culture centered on collaboration, openness, responsibility, and excellence.
  • Collaborative analytics organization working across research, portfolio analytics, engineering, and production teams.
  • Total compensation includes base salary and a discretionary performance-based bonus.
  • Commitment to equal employment opportunity and reasonable accommodations for qualified applicants with disabilities.

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