QUANTITATIVE DEVELOPER

Bayview Fund Management, LLC; New York (NY); Hybrid; USD 116,000 - 160,000; Full time

Job summary

Bayview Asset Management LLC is seeking an Associate, Quantitative Developer in New York, NY. The role focuses on implementing mortgage models in C++ and restructuring legacy code for faster development and production readiness.

Responsibilities include optimizing tools for faster model validation and moving on-premise workflows to the cloud, including converting Excel/Windows Forms UI to web-based applications. The position offers a hybrid schedule with three in-office days and two remote.

Qualifications

• Bachelor’s degree in STEM or related field; 3 years of relevant experience.
• Strong C++ development experience with production codebases.
• Experience with HPC/parallel computing techniques.
• Experience with ETL data in SQL databases and cloud platforms.

Responsibilities

• Implement mortgage models using numerical simulation techniques in C++.
• Restructure and optimize legacy C++ codebase for maintainability and speed.
• Enhance tools to accelerate model validation and execution.

Skills

C++

Python

SQL

C#

VBA

HPC

ETL

Cloud platforms

Web-based apps

Education

Bachelor’s degree in STEM or related field

3 years of experience in quantitative development or related field

Tools

Azure

AWS

Job description

Overview

Bayview Asset Management LLC seeks:

POSITION

Associate, Quantitative Developer

DESCRIPTION

• Implement the mortgage models using numerical simulation techniques using a highly efficient programming language (C++).
• Restructure and remodel existing legacy C++ codebase in production to enhance maintainability, improve adaptability to evolving business requirements, and significantly speed up the model development process.
• Optimize existing software tools and develop new ones to accelerate model validation and execution, ensuring end users receive model result reports more quickly and easily.
• Assist in moving the on-premises environment onto the cloud, which involves data, analysis tools, and model running platform (e.g. HPC on cloud).
  Convert existing standalone tools (using Excel or Windows Forms as the UI) into web-based applications to improve portability and enable easier execution across multiple computers instead of a single machine.
• This position allows for a hybrid schedule with three (3) days in office and two (2) days remote.

REQUIREMENTS

Bachelor’s degree in Financial Engineering, Science, Technology, Engineering, Mathematics, or a related STEM field, and 3 years of experience in the job or related field. Requires experience in/with:

• Technology and software building.
• Multiple programming languages (e.g. C++, Python, C#, SQL, VBA, etc.) with an emphasis on C++.
• Parallel computing and high-performance computing techniques.
• Extracting, Transforming and Loading (ETL) data in SQL databases.
• Cloud platforms (e.g. Microsoft Azure or Amazon AWS)
• Web-based application development.
• This position allows for a hybrid schedule with three (3) days in office and two (2) days remote.

HOURS

Monday through Friday, 40 hours per week

LOCATION

New York, New York This position allows for a hybrid schedule with three (3) days in office and two (2) days remote.

SALARY RANGE

$115,835 - $160,000 per year

This notice is being provided as a result of the filing of an application for alien employment certification for the job offered. Any person may provide documentary evidence bearing on the application to the U. S. Department of Labor, Certifying Officer, Employment and Training Administration, 200 Constitution Ave. NW, Room N-5311, Washington, D.C. 20210