RMBS Quantitative Developer

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

Total Comp: Base + Cash Bonus (Advertised is base salary only)

RMBS Quant Developer – Leading Hedge Fund

The Role

You’ll work side by side with analysts, traders, and portfolio managers — translating complex requirements around RMBS, CMBS, and CLO analytics into production-grade quantitative systems. This is genuine desk-aligned technology work, not back-office support — your code feeds directly into trading and portfolio decisions.

What You’ll Bring

• Deep understanding of Agency & Non-Agency RMBS — prepayment, delinquency, default, and credit modeling
• Familiarity with loan-level data and servicer reporting conventions
• Knowledge of front-office workflows across structured/securitized products
• Exposure to large structured-product datasets (eMBS)
• Statistical modeling, Monte Carlo simulation, and fixed‑income mathematics a plus
• Familiarity with Yieldbook, Intex, Trepp, Markit, or Bloomberg MBS functions highly desirable

Technical Profile

• 5-10+ years of strong Python development
• Strong SQL and data engineering capability
• C#, ReactJS, VBA, or C++ a plus

Background

• 5+ years in mortgage analytics, fixed‑income quant development, or structured-products engineering
• Front-office or desk-aligned technology team experience preferred

This is a high-calibre opportunity for a quant developer who wants real ownership, direct trader interaction, and intellectually rich problems in structured finance.