Mortgage Quant Developer/Modeler
Alexander Chapman - New York, New York, us, 10261
Work at Alexander Chapman
Overview
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Overview
A
top-tier investment bank
in
New York City
is hiring a
Mortgage Quantitative Modeler/Developer
to join their high-impact fixed income quant team. This is a
backfill role
with strong urgency, and the team is open to hiring up to
VP
level (or
Director
for an exceptional candidate). What You'll Do: Develop and enhance model libraries for
RMBS/CMBS
(agency and non-agency) Implement a
C++ model library into PolyPaths Collaborate with trading, risk, and tech teams to deploy models into production What Were Looking For: 5+ years
of hands-on experience coding mortgage models (preferably in
C++ , Python acceptable) Experience integrating models into analytics platforms (PolyPaths/Intex/etc.) Strong understanding of structured products and mortgage cashflow modeling This is a great opportunity to join a technically strong, collaborative team at a major institution working on
core MBS analytics infrastructure . Seniority level
Seniority level
Mid-Senior level Employment type
Employment type
Full-time Job function
Industries
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