Senior Quantitative Analyst, Agency Prepayment Modeling

About the role

Develop and enhance agency prepayment models using statistical and probability-based methods, and build scalable, production-quality quantitative solutions with C++ and Python. Partner with trading, structuring, technology, risk, compliance, legal, audit, and finance teams to integrate models into trading workflows and maintain sound governance and controls. The role requires 1 to 6 years of quantitative modeling or analytics experience in financial services, including hands-on prepayment modeling and collaboration with trading desks. Candidates should have expertise in agency or non-agency prepayment modeling, object-oriented software design, statistical and probability-based methods, market data, mathematical finance, and quantitative financial instruments; a relevant master's degree and hardware acceleration familiarity are beneficial.