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1 день назад

VP, Quantitative Research (Structured Products)

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

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TL;DR
VP, Quantitative Research (Structured Products) (C++/Python): Building cloud-based analytics and risk measurement capabilities for RMBS, CMBS, and ABS with an accent on prepayment and credit models, cash flow engines, and scalable high-performance computation. Focus on integrating Intex CMO and mortgage market data, developing production-grade analytical infrastructure, and balancing rapid delivery with long-term platform scalability.

Location: Newport Beach, CA, USA

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

Company

hirify.global is a global active fixed-income investment manager serving public and private markets, including traditional and nontraditional financing and investment solutions.

What you will do

  • Design, develop, and enhance structured-products analytics with quantitative researchers and portfolio analytics teams using the Intex CMO platform and mortgage datasets, including Loan Performance and EMBS.
  • Implement and maintain prepayment, credit, and cash-flow models and integrate them into the enterprise analytics framework.
  • Develop analytics and risk-measurement capabilities for RMBS, CMBS, ABS, and other securitized products across research and production environments.
  • Build and optimize a scalable cloud-based analytics platform for high-performance computation and large-scale data processing.
  • Contribute in an agile environment while balancing rapid analytical-solution delivery with platform architecture and scalability.
  • Apply software-engineering, testing, code-quality, production-support, and AI-powered development practices in line with model governance, data security, and software-quality standards.

Requirements

  • Master’s degree or higher in Computer Science, Mathematics, Financial Engineering, Statistics, Physics, or another quantitative STEM discipline; top-tier academic programs are preferred.
  • 3–5 years of hands-on 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 a solid understanding of structured-finance deal structures, cash-flow mechanics, and security-level analytics.
  • Knowledge of integrating prepayment and credit models with collateral-level cash-flow engines and broader analytical workflows.
  • Experience designing and building scalable analytical systems in modern cloud-computing environments.
  • Ability to work effectively in a fast-paced development environment while maintaining a strategic perspective on platform architecture and long-term scalability.
  • Excellent problem-solving skills, strong attention to detail, and a commitment to clear, efficient, high-quality code.

Nice to have

  • Background from a top-tier academic program.

Culture & Benefits

  • High-performance, inclusive culture focused on Collaboration, Openness, Responsibility, and Excellence.
  • Collaborative analytics organization working across quantitative research, portfolio analytics, and other cross-functional teams.
  • Total compensation includes fixed base salary and a discretionary performance-based bonus.
  • Equal employment opportunity and reasonable accommodation are provided in accordance with applicable laws.

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