Quantitative Developer - Securitized Products

Location: Office - New York, United States

Salary: $156,400–$210,841 annual

Company

hirify.global provides a SaaS platform for investment accounting, risk, performance, and multi-asset portfolio analytics.

What you will do

• Develop and maintain pricing libraries and analytical models for ABS, CLO, MBS, CMBS, and other structured credit instruments.
• Build frameworks for securitized-product lifecycle management, including cash-flow generation, prepayment modeling, credit enhancement, and tranche analytics.
• Implement interest-rate sensitivity, spread-risk, scenario-analysis, and stress-testing capabilities.
• Develop prepayment, default, and loss-severity models calibrated to market conventions and client requirements.
• Improve the modeling infrastructure and support production deployment of engineering solutions.
• Create documentation for technical and non-technical audiences and collaborate with developers and clients.

Requirements

• 1–3 years of quantitative development experience focused on securitized or structured products.
• Strong understanding of deal structures, waterfall logic, cash-flow prioritization, credit enhancement, and tranche-level risk.
• Knowledge of prepayment models such as PSA and CPR and credit-risk frameworks for ABS, MBS, CMBS, and CLO structures.
• Experience developing production-quality code, preferably in Python, with a strong software engineering foundation.
• Strong problem-solving and communication skills, including the ability to explain technical topics clearly.

Nice to have

• Front-office or structured-products development experience in valuation, risk analytics, or portfolio analytics.
• Experience with production pricing and risk systems.
• Familiarity with Bloomberg, Intex, Trepp, MSCI, or similar market-data sources.
• Experience with Hull–White or other interest-rate models for structured-product valuation.
• Experience working directly with clients to customize platforms or integrate models.

Culture & Benefits

• Flexible working environment with work-from-home Fridays.
• Work from anywhere for up to three weeks per year.
• Medical, dental, vision, life, STD, and LTD insurance.
• Paid time off, volunteer time off, maternity and paternity leave.
• RSUs, employee stock purchase plan, and 401(k) with company match.