Mortgage Analytics Developer
Mortgage Analytics Developer - Fixed Income and Mortgages
Our client is a highly respected New York-based alternative asset manager focused on structured credit, mortgages, and asset-backed investments. The team combines deep fundamental credit expertise with sophisticated quantitative analytics and technology, providing direct exposure to portfolio managers, researchers, and investment decision-making while building critical analytics infrastructure used across the investment platform.
The Mortgage Analytics Developer designs and maintains loan-level analytics, simulation, cash flow, valuation, and risk infrastructure supporting structured credit, mortgage, and asset-backed investments. This role sits at the intersection of quantitative modeling, software engineering, and portfolio analytics, working closely with Research, Engineering, and Investment teams to transform collateral-level behavior into security-level insights.
Critical Requirement
Direct INTEX implementation experience is required.
Candidates must have hands-on experience integrating, developing, or supporting INTEX-based analytics solutions. Experience simply using INTEX outputs is not sufficient.
Examples include:
- INTEX API integration
- INTEXCalc
- CDI generation
- Cash flow engine development
- CMO subroutines
- Mortgage or structured finance analytics platforms built on INTEX
- Collateral ingestion and security valuation workflows using INTEX
Core Responsibilities
- Develop and maintain loan-level mortgage and structured credit analytics.
- Build systems that transform collateral projections into cash flow, valuation, and risk metrics.
- Support prepayment, default, delinquency, recovery, and loss modeling workflows.
- Design and maintain analytical tools used by portfolio managers, traders, and researchers.
- Enhance pricing, surveillance, valuation, and risk infrastructure.
- Deploy and support production quantitative models.
Required Qualifications
- Strong software engineering experience in Java, C++, or another object-oriented language.
- Hands-on INTEX implementation experience (required).
- Experience with RMBS, CMBS, ABS, CLO, consumer credit, mortgages, or structured finance.
- Understanding of cash flow modeling, securitization structures, and waterfall mechanics.
- Strong SQL skills and experience working with large-scale loan-level and collateral datasets.
- Experience implementing and supporting quantitative models in production.
- Ability to work directly with investment professionals in a fast-paced environment.
Preferred Qualifications
- Experience with Trepp, Yield Book, BondStudio, CoreLogic, McDash, Black Knight, or LoanPerformance.
- Experience with prepayment, default, recovery, and severity models.
- Experience with cloud platforms, distributed computing, or large-scale analytics systems.
- Experience building production analytics applications and data services.
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