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Quant Developer | New York City

  • Job type: Permanent
  • Location: New York
  • Salary: $150000 - $200000 per annum, Benefits: Bonus + Benefits
  • Job reference: AAGG
  • Sector: Banking and Finance, Buy Side, Asset Management, Selby Jennings, Quantitative Finance
  • Date posted: 13/02/2018
Quant Developer | New York City
Investment Management Firm – New Residential Investment Division
New York City
Comp - $150-200K base + bonus & company benefits

Key Skills: Fixed Income, C#, C++ or Java, Python, Mortgage Experience, RMBS modeling, Monte Carlo Simulations, AWS, Polypaths

A global leading investment management firm is looking to bring on a Quantitative Developer to work within their new residential investment division. They are looking for developers who have experience working within a Fixed Income division developing in C#, C++ or Java. This candidate would also have strong programming skills in Python or R. You will be working closely with a small team of 15-20 engineers on a greenfield project architecting, building and enhancing the risk analytics framework and platform. Ideally, the candidate would need to be familiar with RMBS modeling, working with mortgage servicers and experience working with polypaths.

Given their commitment to improve and expand their new residential division, they are actively looking to add team members who specialize in Python and C#/C++ development who can thrive in a fast-paced environment working on a new innovative project.

Key Skills for Quantitative Developer:
  • Candidate must have experience building FIX analytics in C#, C++ or Java (C# preferred)
  • Candidate must have experience programming in Python or R
  • Knowledge and experience modeling RMBS (prepayment, default, credit)
  • Previous experience working with mortgage servicing rights, consumer loans, whole loans and advances
  • Experience working on agency/non-agency back security
  • Added bonuses – working with AWS, experience working with Polypaths, eMBS and Yield Book
Within this division, you will have the opportunity to transition from a more technical role into a quantitative focused role with one of the largest global investment management firms. If you are looking for more exposure and a chance to build out your quantitative skillset, now is a great time to jump on this opportunity. If you are interested in joining an extremely talented team like this, please send your resume to nyctechdesk[at]selbyjennings[dot]com or call us at 646-759-5602.




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