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Full Microsoft Stack Developer
Ref No.: 17-03131
Location: New York, New York
Position Type:Full Time
Pay Rate : $ 110,000.00 - 125,000.00 /Year
NRZ Quant Developer 

  •     Architect, build and  enhance the risk analytics framework and platform for NRZ's portfolio

Required skills:
3-5 years of experience building fixed income analytics using C#, C++ or Java
Strong programming skills in Python and/or R
Good knowledge of databases
  • Strong quantitative skills
  • Demonstrated success delivering analytically based projects
  • Strong familiarity with mortgages and securitization market and products

Preferred skills:
  •          2-4 years of experience in mortgages and/or RMBS modeling (prepayment, default, credit)
  •          Comprehensive experience in areas like time series analysis, Monte Carlo Simulations and regression
  •          Experience working with mortgage servicing rights and advances, whole loans, consumer loans
  •          Experience working with Intex, Polypaths, eMBS, CoreLogic, Yield Book

Nice to have:
  •          Experience working with a mortgage servicer
  •          Experience with AWS

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