RMBS Quant Developer — Front-Office Structured Finance

Goldman Lloyds; New York (NY); On-site; USD 120,000 - 160,000; Full time

Job summary

Goldman Lloyds is seeking an RMBS Quant Developer based in New York City, who will work alongside traders and analysts in translating complex requirements into quantitative systems. The role emphasizes direct involvement in trading decisions and requires deep expertise in mortgage analytics and a strong programming background.

Candidates should have over 5 years in a front-office technology role, with a proficiency in Python and SQL, and a solid understanding of structured products.

Qualifications

• 5-10+ years of strong Python development.
• Strong SQL and data engineering capability.
• 5+ years in mortgage analytics or structured products engineering.

Responsibilities

• Translate complex RMBS, CMBS, and CLO requirements into production-grade systems.
• Work closely with analysts, traders, and portfolio managers.
• Contribute directly to trading and portfolio decisions.

Skills

Python development

SQL

Data engineering

C#

ReactJS

VBA

C++

Tools

Yieldbook

Intex

Trepp

Markit

Bloomberg MBS functions

Job description

Goldman Lloyds is seeking an RMBS Quant Developer based in New York City, who will work alongside traders and analysts in translating complex requirements into quantitative systems. The role emphasizes direct involvement in trading decisions and requires deep expertise in mortgage analytics and a strong programming background.

Candidates should have over 5 years in a front-office technology role, with a proficiency in Python and SQL, and a solid understanding of structured products.