RMBS Quantitative Developer
Goldman Lloyds
Total Comp: Base + Cash Bonus (Advertised is base salary only) RMBS Quant Developer – Leading Hedge Fund The Role You’ll work side by side with analysts, traders, and portfolio managers — translating complex requirements around RMBS, CMBS, and CLO analytics into production-grade quantitative systems. This is genuine desk-aligned technology work, not back-office support — your code feeds directly into trading and portfolio decisions. What You’ll Bring Deep understanding of Agency & Non-Agency RMBS — prepayment, delinquency, default, and credit modeling Familiarity with loan-level data and servicer reporting conventions Knowledge of front-office workflows across structured/securitized products Exposure to large structured-product datasets (eMBS) Statistical modeling, Monte Carlo simulation, and fixed‑income mathematics a plus Familiarity with Yieldbook, Intex, Trepp, Markit, or Bloomberg MBS functions highly desirable Technical Profile 5-10+ years of strong Python development Strong SQL and data engineering capability C#, ReactJS, VBA, or C++ a plus Background 5+ years in mortgage analytics, fixed‑income quant development, or structured-products engineering Front-office or desk-aligned technology team experience preferred This is a high-calibre opportunity for a quant developer who wants real ownership, direct trader interaction, and intellectually rich problems in structured finance. #J-18808-Ljbffr Goldman Lloyds
Vacancy posted 10 hours ago
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