Mortgage Analytics Developer
Core
Design and maintain loan-level analytics, simulation, cash flow, valuation, and risk infrastructure for structured credit, mortgages, and asset-backed investments.
Role type
Senior IC mortgage analytics developer (fixed income)
Builds
Loan-level analytics, simulation, cash flow, valuation, and risk infrastructure
Domain
Fixed Income / Structured Credit / Mortgages
Deliverable
production ML models
Required skills
Java, C++, INTEX implementation, RMBS, CMBS, ABS, CLO, SQL, quantitative modeling
Preferred skills
Trepp, Yield Book, BondStudio, CoreLogic, McDash, Black Knight, LoanPerformance, prepayment models, default models, cloud platforms, distributed computing
Technologies
INTEX, Java, C++, SQL
Responsibilities
Develop and maintain loan-level mortgage and structured credit analytics; Build systems that transform collateral projections into cash flow, valuation, and risk metrics; Support prepayment, default, delinquency, recovery, and loss modeling workflows; Design and maintain analytical tools used by portfolio managers, traders, and researchers; Enhance pricing, surveillance, valuation, and risk infrastructure; Deploy and support production quantitative models.