Mortgage Analytics Engineer: Fixed Income & Cash Flows

Selby Jennings; New York (NY); On-site; USD 350,000 - 450,000; Full time

Job summary

Selby Jennings in New York seeks a Mortgage Analytics Developer for Fixed Income and Mortgages to design and build loan-level analytics and simulation infrastructure. You will work at the intersection of quantitative modeling and software engineering to transform collateral-level behavior into security-level insights.

This hands-on role covers modeling, cash flow simulation, risk analytics, and desk-facing tools, collaborating with Research, Engineering, and Investment teams to support pricing,

Qualifications

• Role requires strong software engineering in Java or similar for analytical apps.
• Experience with structured finance, mortgage, or securitized products analytics.
• Understanding loan-level performance drivers including prepayments, defaults, delinquencies.
• Advanced SQL skills and large-scale loan datasets in analytical platforms.
• Experience implementing and validating production quantitative models.
• Software development discipline with testing, version control, and reproducibility.
• Ability to collaborate with investment professionals and researchers in fast-paced environments.

Responsibilities

• Develop and maintain loan-level simulation frameworks for mortgage analytics.
• Build systems transforming collateral projections into cash flow, valuation, and risk analytics.
• Implement, validate, and maintain production-grade models.
• Analyze loan performance, defaults, delinquencies, and loss outcomes.
• Support traders and researchers with analytical tools and dashboards.
• Collaborate to deploy and scale analytic models.
• Improve pricing, surveillance, valuation, and risk infrastructure.

Skills

Java

SQL

Software engineering

Quantitative analysis

Education

Master's or PhD in Computer Science or related quantitative discipline

Tools

Python

PySpark

Scala

Job description

Selby Jennings in New York seeks a Mortgage Analytics Developer for Fixed Income and Mortgages to design and build loan-level analytics and simulation infrastructure. You will work at the intersection of quantitative modeling and software engineering to transform collateral-level behavior into security-level insights.

This hands-on role covers modeling, cash flow simulation, risk analytics, and desk-facing tools, collaborating with Research, Engineering, and Investment teams to support pricing,