Fixed Income Quant Developer

Austin, TX

Job ID: 2545 Job Category: Investment Banking Analytics Industry: Financial Services Annual Salary: $120-150K base + bonus

Are you looking for a dynamic, entrepreneurial quantitative adventure in financial services? Have you always wanted to live in Austin, TX? If you have strong INTEX development experience with INTEX calc, VCMOwarp or CMO subroutines- we have the role for you!

Our client, a financial services real estate firm, is looking for an INTEX quant developer for cash flow, prepayment and default model implementation, used for the pricing and scenario analysis of mortgage backed securities.

They are seeking an experienced structured products quant with the technical acumen of a programmer and the business sense of a trader.

What we are looking for:

  • 4+ years of professional data experience (fixed income and mortgage)
  • Strong foundation in INTEX calc, VCMOwarp, or CMO subroutines
  • Solid analytical & problem solving capabilities
  • Proficiency in scripting (Python) along with knowledge of C/C++/C# or Java.
  • Data mining and Analysis expertise is a plus (SAS or r)

Job Type: Full-time

Salary: $120-150K base + bonus

Job Location:

  • Austin TX, relocation support provided (lump sum)

Will transfer H1B’s for the right candidate. US Citizens and green card holders preferred.

Keywords: Intex, Agency, non-Agency, CMBS and CLO/CDO, structured products, bonds, MBS, mortgage, fixed income, quant, Intex Calc, Subroutines, VCMOWrap, SQL

Meghan Shea
Executive Recruiter, Credit/Risk Analytics

Meghan has extensive experience recruiting for financial services firms, and focuses on credit risk analytics, and quantitative roles focusing on fraud, lending, and regulatory areas.
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