Quant Developer

Overview

ABOUT US:

Founded in 1993, Bayview Asset Management is an investment management firm focused on investments in mortgage and consumer credit, including whole loans, asset-backed securities, mortgage servicing rights, and other credit-related assets.

POSITION SUMMARY:

Bayview Asset Management, LLC is looking for a junior Quantitative Developer with strong technical skills in quantitative analysis, programming, and databases with 0-3 years' experience. The Quantitative Developer will be proficient at programming languages like Python, C++, C#, SQL, VBA, etc. In addition, the ideal candidate will have familiarity with Cloud Platform (e.g. Microsoft Azure or Amazon AWS) and web-based application development; Experiences with DevOps engineering are preferred.


RESPONSIBILITIES:

Responsibilities include, but are not limited to:

• Optimize the existing software tools and create new ones to speed up the model validation and running processes, so the end users can get the model result reports faster and easier.
• Help in moving the on-premises environment onto the cloud, which involves data, analysis tools, and model running platform (e.g. HPC on cloud).
• Implement mortgage models using numerical simulation techniques. A highly efficient programming language will be needed to satisfy the business requirements, and usually C++ is the choice.
• Restructure and remodel the existing legacy (C++) code infrastructure in production. This will result in a more maintainable infrastructure which can adapt better to the ongoing business requirements and will significantly speed up the model development process.
• Convert the existing standalone tools (using Excel or Windows Form as the UI) to web-based applications, so that they will be more portable, and easier to be run on multiple computers instead of a single machine.

QUALIFICATIONS/SKILLS:

• Bachelor's degree in science, Technology, Engineering, and Mathematics (STEM); A higher degree is a plus
• Finance or business background is optional
• Passion for technology and software building.
• Strong quantitative skills, analytical mindset, and attention to details.
• Expertise with multiple programming languages (e.g. Python, C++, C#, SQL, VBA, etc.) with an emphasis on Python.
• Proficiency in parallel computing and high-performance computing techniques.
• Familiarity with Extracting, Transforming and Loading (ETL) data in SQL databases.
• Familiarity with cloud platforms.
• Familiarity with web-based application development.
• Knowledge of cloud platforms is preferred.
• Experience with DevOps is preferred.

LOCATION and COMPENSATION:

• This role will be based in either Bayview's Coral Gables, FL, or New York, NY office, etc.
• This role will be 3 days in office.
• Base compensation is expected to be $90,000-110,000 with the opportunity for incentive compensation including bonus compensation.

*Salary may vary based on work experience, market conditions, location, and qualifications/training.

EEOC

Bayview is an Equal Employment Opportunity employer. All aspects of consideration for employment and employment with the Company are governed on the basis of merit, competence and qualifications without regard to race, color, religion, sex, national origin, age, disability, veteran status, sexual orientation, or any other category protected by federal, state, or local law.