Senior Quantitative Developer
Core
Develop and enhance valuation, risk, and trade lifecycle models for securitized products (MBS, ABS, CMBS, CLOs) within a SaaS platform serving institutional investors.
Role type
Senior IC quantitative developer (structured finance)
Builds
Valuation models, risk analytics, and trade lifecycle capabilities for securitized assets
Domain
Fixed income / Structured finance
Deliverable
production ML models
Required skills
Quantitative development, structured product modeling (MBS, ABS, CMBS, CLOs), deal structures, tranche modeling, waterfall logic, prepayment/default scenarios, Python, third-party model integration (Intex, AD&Co)
Preferred skills
Front-office or risk role experience, structured product analytics, cash flow engines, market data sources (Bloomberg, TRACE), graph-based technologies (SecDB, Athena, Quartz)
Technologies
Python, Intex, Andrew Davidson & Co (AD&Co), Bloomberg, TRACE, SecDB, Athena, Quartz
Responsibilities
Develop and enhance models for valuation, risk, and trade lifecycle management; Design, build, and maintain frameworks for structured finance products; Integrate third-party models and data sources; Contribute to the evolution of platform infrastructure
Seniority
Senior, hands-on IC
