Quant Developer

Bayview Asset Management, LLC is an investment management firm focused on mortgage and consumer credit investments. They are seeking a junior Quantitative Developer with strong technical skills in quantitative analysis and programming to optimize software tools and assist in transitioning to cloud environments.

Responsibilities

• Optimize the existing software tools and create new ones to speed up the model validation and running processes, so the end users can get the model result reports faster and easier
• Help in moving the on-premises environment onto the cloud, which involves data, analysis tools, and model running platform (e.g. HPC on cloud)
• Implement mortgage models using numerical simulation techniques
• A highly efficient programming language will be needed to satisfy the business requirements, and usually C++ is the choice
• Restructure and remodel the existing legacy (C++) code infrastructure in production
• This will result in a more maintainable infrastructure which can adapt better to the ongoing business requirements and will significantly speed up the model development process
• Convert the existing standalone tools (using Excel or Windows Form as the UI) to web-based applications, so that they will be more portable, and easier to be run on multiple computers instead of a single machine

Skills

• Bachelor's degree in science, Technology, Engineering, and Mathematics (STEM)
• Passion for technology and software building
• Strong quantitative skills, analytical mindset, and attention to details
• Expertise with multiple programming languages (e.g. Python, C++, C#, SQL, VBA, etc.) with an emphasis on Python
• Proficiency in parallel computing and high-performance computing techniques
• Familiarity with Extracting, Transforming and Loading (ETL) data in SQL databases
• Familiarity with cloud platforms
• Familiarity with web-based application development
• A higher degree is a plus
• Knowledge of cloud platforms is preferred
• Experience with DevOps is preferred
• Finance or business background is optional

Benefits

• Opportunity for incentive compensation including bonus compensation

Company Overview

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