QUANTITATIVE DEVELOPER

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

Job summary

Bayview Asset Management LLC seeks an Associate, Quantitative Developer in New York, NY to implement mortgage models using C++ and optimize production code for faster model delivery.

The role includes restructuring legacy C++ code, enhancing tools, and moving on-premises workloads to the cloud, with a hybrid schedule of three days in office and two remote days.

Qualifications

• Bachelor’s degree in Financial Engineering, Science, Technology, Engineering, Mathematics, or related STEM field.
• 3 years of experience in the job or related field.
• Experience with C++, Python, SQL and web-based application development.

Responsibilities

• Implement mortgage models using numerical simulation techniques in C++.
• Restructure and modernize legacy C++ code in production for maintainability and speed.
• Optimize software tools to accelerate model validation and reporting.

Skills

C++

Python

C#

SQL

VBA

Parallel computing

High-performance computing

Education

Bachelor’s degree in STEM fields

Tools

Azure

AWS

Web-based apps

ETL tools

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