Quantitative Developer - MBS



New York, New York

Employment Type



Our client is an established Hedge Fund with more ~$10Bil AUM. With offices in New York, CT and London, this Fund is known as a leader in Structured Credit and Mortgage Strategies. They seek to hire an experienced Quantitative Developer from a top Structured Credit/Mortgages fund to join an elite team based in midtown New York. 

Compensation : $150000 - $200000
Job ID : 23817

Job Function:

  • Develop & implement Mortgage-based models & analytics in C++, Python & SQL
  • Work regularly with large datasets to understand Trading & Portfolio Risk
  • Develop tools and dashboards for data visualization
  • Collaborate broadly with internal teams

Job Requirements:

  • Bachelor’s degree in STEM or other quantitative disciplines—PhD, MSc preferred
  • Minimum of 5 years’ experience as a quantitative developer having worked within a trading or investment team
  • Expertise in Mortgage related products/modeling required with additional experience across Fixed Income markets
  • Ability to rapidly respond developing prototypes & evaluation tools under demanding time constraints
  • Robust experience coding in C++, Python (Pandas, Numpy, SciPy etc) as well as experience w computational parallelization; high proficiency w SQL required
  • Proven experience with data visualization & ability to summarize & present data
  • Collaborative critical thinker experienced working with large data sets proven capable of managing, prioritizing & completing complex competing projects

Disclosure: The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.