Quantitative Developer

4 weeks ago

new york city, United States Next Ventures Full time

Job Title: Quantitative Developer – Mortgage-Backed Securities (MBS)

Location: New York City, NY (On-site/Hybrid)


Company Overview:

My client is a dynamic consulting firm based in New York City specializing in providing strategic financial solutions to hedge funds. Their clients include some of the most sophisticated hedge funds in the industry, seeking advanced quantitative analysis and financial engineering expertise. We focus on delivering cutting-edge analytics and insights, particularly in the area of mortgage-backed securities (MBS).


Position Overview:

They are are seeking a highly skilled Quantitative Developer with deep expertise in Mortgage-Backed Securities (MBS). This role is ideal for a technically proficient developer with a strong background in quantitative finance, particularly with MBS products, who can collaborate with both internal teams and hedge fund clients. The ideal candidate will be responsible for designing, implementing, and maintaining complex quantitative models and applications to support trading, risk management, and valuation of structured finance products.


Key Responsibilities:

  • Develop and implement quantitative models for the valuation, risk analysis, and trading of MBS and other structured products.
  • Work closely with portfolio managers, traders, and analysts at hedge funds to provide custom analytics and quantitative insights.
  • Design and maintain robust, scalable, and efficient code for data processing and model execution.
  • Perform rigorous backtesting and performance analysis to ensure model accuracy.
  • Optimize existing tools and develop new systems to enhance the firm's capabilities in handling large datasets, including loan-level data and market information.
  • Integrate models and analytics into front-office trading platforms.
  • Stay current with trends and developments in the MBS market and structured finance.


Qualifications:

  • Advanced degree (M.S./Ph.D.) in Quantitative Finance, Financial Engineering, Mathematics, Computer Science, or a related field.
  • 3+ years of experience working as a quantitative developer or quantitative analyst in the financial industry, preferably with a focus on MBS or structured products.
  • Strong programming skills in Python, C++, or Java with experience in developing high-performance, scalable applications.
  • Proficiency with quantitative and statistical tools (e.g., R, MATLAB, SQL).
  • Deep understanding of mortgage-backed securities, including prepayment models, interest rate models, and risk analytics.
  • Experience working with large datasets, including loan-level data and pricing data.
  • Knowledge of fixed income products, derivatives, and other structured finance products is a plus.
  • Ability to collaborate effectively with cross-functional teams in a fast-paced environment.


Desired Skills:

  • Experience working with financial data platforms such as Bloomberg, Intex, or other MBS-related tools.
  • Familiarity with machine learning techniques and their application in financial modeling.
  • Strong problem-solving skills with attention to detail.
  • Excellent communication skills, both verbal and written, with the ability to explain complex models and analytics to non-technical stakeholders.

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