2 дня назад
VP, Quantitative Research (Structured Products)
205 000 - 240 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
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
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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