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RMBS Quant Developer- Structured Finance

The Caldwell Group·Manhattan, US (Grand Central) 🇺🇸
On-siteFull-timeMid

Salary not disclosed

~$98k / yr estimated

⚠ This listing is 46 days old — it may already be filled

Posted

5- 10 years of strong Python programming experience. Strong SQL and data-engineering capabilities. Experience building production-grade quantitative systems including version control, testing frameworks, QC, and performance optimization. C# and ReactJS experience is a plus. VBA/C++ experience is a plus Solid understanding of Agency & Non-Agency RMBS, including prepayment, delinquency, default, and credit modeling and monitoring. Experience with loan-level attributes and servicer reporting conve…

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