QUANTITATIVE DEVELOPER

About the role

Bayview Asset Management LLC seeks an Associate, Quantitative Developer.

Location: New York, New York.

Responsibilities

• Implement the mortgage models using numerical simulation techniques using a highly efficient programming language (C++).
• Restructure and remodel existing legacy C++ codebase in production to enhance maintainability, improve adaptability to evolving business requirements, and significantly speed up the model development process.
• Optimize existing software tools and develop new ones to accelerate model validation and execution, ensuring end users receive model result reports more quickly and easily.
• Assist in moving the on-premises environment onto the cloud, which involves data, analysis tools, and model running platform (e.g. HPC on cloud).
• Convert existing standalone tools (using Excel or Windows Forms as the UI) into web-based applications to improve portability and enable easier execution across multiple computers instead of a single machine.

Requirements

• Bachelor’s degree in Financial Engineering, Science, Technology, Engineering, Mathematics, or a related STEM field, and 3 years of experience in the job or related field.
• Experience in technology and software building.
• Experience with multiple programming languages (e.g. C++, Python, C#, SQL, VBA, etc.) with an emphasis on C++.
• Experience with parallel computing and high-performance computing techniques.
• Experience extracting, transforming, and loading (ETL) data in SQL databases.
• Experience with cloud platforms (e.g. Microsoft Azure or Amazon AWS).
• Experience with web-based application development.

Pay

Salary range: $115,835 - $160,000 per year.

Schedule

Hybrid schedule: three (3) days in office and two (2) days remote; Monday through Friday, 40 hours per week.