Quantitative Developer: structured finance analytics

Core Responsibilities:

Model Abstraction & Generalization

Collaborate with quantitative analysts to transform tactical financial models into flexible, reusable code libraries and analytical engines capable of supporting a widvariety of structured credit use cases.

Production-Grade Development

Write clean, well-tested, and modular Python code that adheres to best practices in financial software development. Prioritize performance, scalability, and maintainability.

Cash Flow & Waterfall Modeling

Build and optimize cash flow engines, waterfall logic, and tranche-level analytics that reflect real-world deal structures across ABS, RMBS, CLOs, and other structured credit instruments.

Framework Design

Develop systems that allow for the parameterization of new structures, loan performance assumptions, and investor waterfall terms—supporting reuse across issuers and asset classes

Integration & Collaboration

Work alongside product managers, data engineers, and platform developers to ensure that quantitative models integrate cleanly into the broader application stack, including APIs and user interfaces.

Documentation & Governance

Maintain clear technical documentation and implement model versioning validation, and governance processes to ensure traceability and compliance in production environments

Job Requirements:

Bachelor’s or Master’s degree in Computer Science, Financial Engineering,

Applied Mathematics, or a related quantitative field.

7+ years of experience in financial software development, ideally with a focus on structured products, securitization, or credit risk platforms.

Expertise in cash flow modeling, structured finance analytics, and financial mathematics (e.g., discounted cash flow, IRR, prepayment/default modeling, loss waterfalls).

Advanced proficiency in Python (NumPy, pandas, object-oriented design), including experience building reusable financial modeling libraries or analytics engines.

Strong understanding of credit instruments and structured products including ABS, RMBS, CLOs, and related capital structures.

Experience with database technologies (SQL and NoSQL) and working knowledge of cloud infrastructure (preferably Microsoft Azure).

Familiarity with CI/CD workflows, version control (Git), and unit testing frameworks.

Preferred Requirements:

Prior experience building or scaling structured product analytics platforms for investment banks, rating agencies, credit funds, or fintech lenders.

Familiarity with loan-level data formats, cash flow waterfalls, and securitization trust structures.

Exposure to cloud-native architecture, data pipelines, and deployment of analytical engines via APIs or microservices.

Understanding of how quantitative tools are used across front-office, risk, and operations teams—and ability to build with their needs in mind.

What We Offer:

• Growing FinTech credit team innovating in emerging markets.
• Cutting-edge, meaningful work impacting FinTech and private credit.
• Design next-gen AI-powered FinTech products.
• Participation in SaaS spin-off and AI-powered startup.
• High-impact role with senior leadership visibility.
• Remote-first culture valuing creativity and AI innovation.
• Professional development opportunities.
• Collaborative, team-first colleagues worldwide.
• Competitive pay and perks.