VP, Quantitative Research
Core
Develop and maintain a sophisticated cloud-based analytics platform for large-scale structured products analysis, including prepayment, credit, and cash flow models.
Role type
Senior IC quantitative developer (structured finance)
Builds
Cloud-based analytics platform for structured products (RMBS, CMBS, ABS)
Domain
Fixed income / Structured finance
Deliverable
production ML models
Required skills
C++, Python, structured finance deal structures, prepayment models, credit models, cloud computing, Intex CMO API
Preferred skills
Top-tier academic background, experience with mortgage and asset-backed securities
Technologies
Intex CMO platform, cloud computing environments
Responsibilities
Design and develop structured products analytics solutions; Implement and maintain prepayment, credit, and cash flow models; Build scalable cloud-based analytics platforms; Collaborate with quantitative researchers and portfolio analytics teams; Ensure code quality and production support; Utilize AI-powered development tools.
Seniority
Mid-level, hands-on IC