The Quantitative Analyst will develop data infrastructure and quantitative models that support portfolio management and investment decision-making. Working closely with portfolio managers, technology, and finance teams, this role blends quantitative research, investment analytics, and data engineering to enhance internal analytics platforms and automate workflows. The position offers direct exposure to mortgage analytics, portfolio risk management, and production-grade modeling tools used in daily investment decisions.
Key Responsibilities
- Develop and maintain prepayment and default models to project mortgage cash flows and support portfolio analytics.
- Analyze and hedge interest rate and mortgage risk using quantitative metrics such as OAS, duration, and yield curve analysis.
- Support portfolio risk management and investment analysis, evaluating opportunities and portfolio positioning.
- Work with loan-level mortgage datasets, ingesting and analyzing mortgage tape data for portfolio and risk analytics.
- Build and maintain data pipelines, ETL workflows, and internal databases supporting analytics and reporting infrastructure.
- Develop tools for risk reporting, performance attribution, and portfolio analytics used by portfolio managers.
- Collaborate with third-party vendors and internal technology teams to validate models, automate workflows, and improve operational efficiency.
Qualifications
- 3–6 years of experience in quantitative analysis, financial technology, or investment analytics.
- Experience within the mortgage or residential credit asset class, including loan-level data analysis.
- Strong understanding of mortgage products, prepayment modeling, and interest rate risk metrics.
- Advanced Python skills (Pandas, NumPy, large dataset analysis).
- Strong knowledge of SQL and relational database design.
- Experience with data pipelines, APIs, and ETL workflows.
- Familiarity with Git/GitHub or similar version control systems.
- Bachelor’s degree in Computer Science, Engineering, Mathematics, Finance, or a related quantitative field.
Preferred Qualifications
- Master’s or PhD in a quantitative discipline.
- Experience with VBA, C++, or non-relational databases.
- Experience with AWS services (e.g., Lambda, S3) or similar cloud infrastructure.
- Familiarity with automation/deployment tools such as Jenkins.
- Experience building web-based analytics tools (JavaScript, React, Flask, or Django).