Quantitative Data Engineer: Fixed Income & Mortgages

Selby Jennings; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

Selby Jennings is seeking a Quantitative Data Engineer to partner with Quantitative Research, owning end-to-end data workflows for loan-level and structured credit modeling. This hands-on role develops data acquisition, feature generation, model inputs, and production-ready datasets used across analytics and risk teams.

You will design large-scale pipelines for credit and mortgage analytics, build loan-level feature workflows, and productionize research outputs, collaborating with Research,

Qualifications

• Strong Python development with production-quality code and testing.
• Deep experience with Spark/PySpark and performance tuning.
• Advanced SQL across data warehouses (Snowflake/Redshift/BigQuery).
• Experience building analytics datasets and ML feature pipelines.
• Knowledge of reproducible pipelines, experiment tracking, and version control.
• Experience in Git, CI/CD, and collaborative engineering environments.

Responsibilities

• Design and maintain large-scale data pipelines supporting credit, mortgage, and structured product analytics.
• Build and optimize loan-level feature engineering workflows and model input datasets.
• Develop reproducible data processing frameworks that support research, validation, and production deployment.
• Partner with quantitative researchers to implement new features, validate methodologies, and improve model performance.
• Work with engineering teams to productionize research outputs and improve platform scalability and reliability.
• Support ad hoc quantitative analysis and investigation of portfolio, collateral, and performance datasets.

Skills

Python

Spark

SQL

Feature engineering

Data pipelines

CI/CD

Team collaboration

Education

Bachelor's / Master's / PhD in a quantitative field

Tools

Snowflake

Redshift

BigQuery

Delta Lake

Databricks

Polars

Pandas

scikit-learn

Job description

Selby Jennings is seeking a Quantitative Data Engineer to partner with Quantitative Research, owning end-to-end data workflows for loan-level and structured credit modeling. This hands-on role develops data acquisition, feature generation, model inputs, and production-ready datasets used across analytics and risk teams.

You will design large-scale pipelines for credit and mortgage analytics, build loan-level feature workflows, and productionize research outputs, collaborating with Research,