C++ Developer (Securitized Products ) (New York, NY)

• Quantitative Development: Maintain and improve existing cashflow generators for securitized products such as pass-throughs, CMOs and CLOs, as well as prepayment, severity and default models. Expand product and market coverage to address evolving client needs by implementing and releasing new models and analytics.
• Analytical Infrastructure: Optimize analytical engines to turbo-charge performance and make previously intractable use cases feasible. Refactor code to improve its testability, modularity and scalability. Design APIs to provide clients with new ways to leverage our models.
• Research: Keep abreast of recent technological trends such as cloud native and GPUs. Create value by bringing them to bear on the thorniest problems faced by the business.

• A Degree in a Technical Field: An undergraduate degree is required. An advanced degree is a plus, but intellectual curiosity matters more than formal qualifications.
• A Passion for Programming: Programming sits at the heart of everything we do. You must thoroughly enjoy it to succeed on this team.
• Exposure to an “industrial strength” Programming Language: While C++ is our language of choice, experience with writing performance-critical production code is what we are after.
• An Analytical Cast of Mind: Whether you have a PhD in Physics or merely read Math and CS books for fun, a keen interest in using technology to solve quantitative problems is key.
• Excellent Communication Skills: You will need to communicate clearly and effectively with far-flung colleagues and will be called upon to explain complex concepts to non-technical audiences in simple, intuitive terms.
• A Sense of Humor: We don’t take ourselves too seriously. Hopefully, neither do you.

• C++ programming and Mortgage/Securitized experience

• An opportunity to be a part of a great culture, an awesome team, a challenging work environment, and some fun along the way!
• Apply today to learn more and be part of our Growth story.

Department: Scout
This is a full time position