Principal - Quantitative Strats
Core
Develop and maintain proprietary mortgage investment risk models for financial reporting, risk measurement, pricing, and strategic business decisions.
Role type
Quantitative Developer (Mortgage Analytics)
Builds
Proprietary mortgage risk models and data pipelines for trading and portfolio management
Domain
Alternative asset management / Mortgage finance
Deliverable
production ML models | infrastructure
Required skills
Python, SQL, C++, C#, data transformations, model runs, data warehouse management, finance fundamentals
Preferred skills
Advanced degree in quantitative fields, experience with mortgage datasets
Technologies
Python, SQL, C++, C#, Data Warehouse
Responsibilities
Analyze and create portfolio loan tapes; apply transformations to mortgage datasets; perform model runs; communicate assumptions with traders; automate reporting processes; handle ad-hoc data analysis requests
Seniority
Mid-level IC
