Mortgage Analytics Engineer — INTEX Expert

Selby Jennings; New York (NY); On-site; USD 140,000 - 240,000; Full time

Job summary

Selby Jennings seeks a Mortgage Analytics Developer in New York focused on fixed income and mortgages. The role combines quantitative modeling, software engineering, and portfolio analytics to transform collateral behavior into security‑level insights.

You will develop loan‑level analytics, build cash flow and risk metrics, and support prepayment and default modeling in a fast‑paced investment environment.

Qualifications

• Strong software engineering experience in an object‑oriented language (Java/C++).
• Hands-on INTEX implementation experience required (not just using INTEX outputs).
• Experience with RMBS/CMBS/ABS/CLOs or mortgages/structured finance.

Responsibilities

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

Skills

Java/C++ programming

INTEX implementation

SQL

Tools

INTEX API

INTEXCalc

Cash flow engine

CMO subroutines

Job description

Selby Jennings seeks a Mortgage Analytics Developer in New York focused on fixed income and mortgages. The role combines quantitative modeling, software engineering, and portfolio analytics to transform collateral behavior into security‑level insights.

You will develop loan‑level analytics, build cash flow and risk metrics, and support prepayment and default modeling in a fast‑paced investment environment.