Lead Quantitative Analytics Specialist - Onsite

Our client is seeking a Lead Quantitative Analytics Specialist for a hybrid role based in New

York City or Charlotte. The target salary is $230k, with a range of $144-300k. This position will

focus on mathematical concepts and programming related to quantitative modeling for market

and interest rate risk on mortgage products.

Key responsibilities include implementing various models (interest rate, mortgage prepayment,

default, derivative valuation, hedging strategies, horizon forecast), enhancing the proprietary

quantitative library in C , generating and deploying ideas to improve system performance and

reliability, and collaborating with business, model development, validation, and IT teams.

Required qualifications:

- 5 years of Quantitative Analytics experience or equivalent

- Master's degree or higher in a quantitative discipline

Desired qualifications:

- 2 years of C experience

- Strong design, coding, testing, and debugging skills

- 2 years applying advanced mathematics in problem-solving

- Experience with large-scale library development, software engineering principles,

multi-threading, asynchronous event-driven programming, and agile technologies

- Knowledge of interest rate derivatives models, mortgage analytics, and derivatives valuation

- Experience with SQL, VBA, and vendor models/platforms

- Excellent communication skills

The role may require up to 10% travel.