Mortgage Analytics Developer

About the role

Our client is a highly respected New York-based alternative asset manager focused on structured credit, mortgages, and asset-backed investments. The team combines deep fundamental credit expertise with sophisticated quantitative analytics and technology, providing direct exposure to portfolio managers, researchers, and investment decision-making while building critical analytics infrastructure used across the investment platform.

Responsibilities

• Develop and maintain loan-level mortgage and structured credit analytics.
• Build systems that transform collateral projections into cash flow, valuation, and risk metrics.
• Support prepayment, default, delinquency, recovery, and loss modeling workflows.
• Design and maintain analytical tools used by portfolio managers, traders, and researchers.
• Enhance pricing, surveillance, valuation, and risk infrastructure.
• Deploy and support production quantitative models.

Requirements

• Strong software engineering experience in Java, C++, or another object-oriented language.
• Hands-on INTEX implementation experience (required).
• Experience with RMBS, CMBS, ABS, CLO, consumer credit, mortgages, or structured finance.
• Understanding of cash flow modeling, securitization structures, and waterfall mechanics.
• Strong SQL skills and experience working with large-scale loan-level and collateral datasets.
• Experience implementing and supporting quantitative models in production.
• Ability to work directly with investment professionals in a fast-paced environment.

Skills

• Experience with Trepp, Yield Book, BondStudio, CoreLogic, McDash, Black Knight, or LoanPerformance.
• Experience with prepayment, default, recovery, and severity models.
• Experience with cloud platforms, distributed computing, or large-scale analytics systems.
• Experience building production analytics applications and data services.