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.