Implement and integrate mortgage prepayment models into the firm's proprietary analytics library using C++
Grasp prepayment logic end-to-end, reason through functional logic and edge cases, and implement efficient, production-grade code that meets library standards
Integrate models with existing APIs as well as upstream and downstream systems
Develop and maintain comprehensive unit and integration tests with solid coverage across core flows and edge cases
Manage versioning, configuration, and backward compatibility across releases
Write clear documentation, examples, and runbooks to support users, operators, and validators
Collaborate effectively with business, model development, model validation, and technology teams

Requirements

5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, or education
2+ years of hands-on programming experience with C++17 or later
Master's degree or PhD in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science (Desired)
3+ years of hands-on programming experience with C++17/C++20 and Python 3 (Desired)
3+ years of quantitative analytics library software development experience in a buy-side or sell-side institution or a quant solution vendor (Desired)
Experience implementing mortgage prepayment models (Desired)
Experience working with cash-flow and pricing engines (Desired)
Experience with mortgage analytics platforms and tools (Desired)
Experience in software development cycle and agile technologies, e.g. Git, Jira, Confluence (Desired)
Experience in or passion for Agentic AI (Desired)
Excellent analytical, interpersonal, oral, and written communication skills with strong attention to detail across multiple audiences (Technology, Quants, Senior Management) (Desired)

Benefits

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools

C++C++17C++20Python 3quantitative analyticsmortgage prepayment modelsunit testingintegration testingproduction-grade codeversioning

Soft Skills

analytical skillsinterpersonal skillsoral communicationwritten communicationattention to detailcollaboration

Certifications

Master's degreePhD