What are the responsibilities and job description for the RMBS Quant Developer- Structured Finance position at The Caldwell Group?
- 5- 10 years of strong Python programming experience.
- Strong SQL and data-engineering capabilities.
- Experience building production-grade quantitative systems including version control, testing frameworks, QC, and performance optimization.
- C# and ReactJS experience is a plus.
- VBA/C experience is a plus
- Solid understanding of Agency & Non-Agency RMBS, including prepayment, delinquency, default, and credit modeling and monitoring.
- Experience with loan-level attributes and servicer reporting conventions.
- Understanding of front office workflows across credit and fixed income products, with a focus on structured/securitized products such as CMBS, RMBS, and CLOs.
- Experience with large structured-product datasets including EMBS.
- Knowledge of statistical modeling, numerical methods, machine learning, Monte Carlo simulation, and fixed-income mathematics is a plus.
- 5 years of experience in mortgage analytics, fixed-income quant development, structured-products modeling, or related quantitative engineering roles.
- Experience working in finance, ideally within a front office or desk-aligned technology team.
Salary : $150 - $175