Mortgage Analytics Developer: Cash-Flow & Risk Modeling

Selby Jennings; New York (NY); On-site; USD 140,000 - 230,000; Full time

Job summary

Selby Jennings is seeking a Mortgage Analytics Developer to design, build, and maintain loan-level analytics and simulation infrastructure for fixed income and mortgages in New York. This hands-on role blends quantitative modeling with software development to transform collateral behavior into security-level insights.

You will work with Research, Engineering, and Investment teams, implementing production-grade models, analyzing loan performance, and delivering analytical tools and dashboards for

Qualifications

• Strong software engineering experience in Java or other OO language, with emphasis on analytical apps.
• Experience with structured finance analytics and mortgage-related datasets.
• Advanced SQL skills and large-scale data handling.
• Experience deploying, validating, and maintaining production-grade models.
• Knowledge of testing, version control, and reproducible software practices.
• Ability to work with investment professionals and quantitative researchers in a fast-paced env.

Responsibilities

• Develop and maintain loan-level simulation frameworks for mortgage analytics.
• Build systems converting collateral projections into cash flow and risk analytics.
• Implement and validate production-grade quantitative models.
• Analyze loan performance, delinquencies, prepayments, and loss outcomes.
• Support portfolio managers, traders, and researchers with analytical tools and dashboards.
• Collaborate with researchers to deploy scalable analytical models.
• Contribute to pricing, surveillance, valuation, and risk infrastructure improvements.

Skills

Java

SQL

Quantitative analytics

Software engineering

Model deployment

Collaboration with researchers

Education

Master's degree or PhD in a quantitative field

Tools

Python

PySpark

Scala

Spark

Docker

Kubernetes

Job description

Selby Jennings is seeking a Mortgage Analytics Developer to design, build, and maintain loan-level analytics and simulation infrastructure for fixed income and mortgages in New York. This hands-on role blends quantitative modeling with software development to transform collateral behavior into security-level insights.

You will work with Research, Engineering, and Investment teams, implementing production-grade models, analyzing loan performance, and delivering analytical tools and dashboards for