Fixed Income Quant Developer
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
- 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