OverviewBayview Asset Management, LLC is looking for a Quantitative Developer with strong technical skills in quantitative analysis, programming, and databases. The Quantitative Developer will be proficient at programming languages like C++, Python, C#, SQL, VBA, etc. In addition, the ideal candidate will have familiarity with Cloud Platform (e.g. Microsoft Azure or Amazon AWS) and web-based application development; Experiences with DevOps engineering are preferred. The salary range for this role is between $145,000 to $200,000 plus discretionary year end bonus; however, Bayview considers several factors when extending an offer, including but not limited to, the role and associated responsibilities, a candidate’s work experience, education/training, location and key skills. Person will also be eligible for excellent benefits.
ResponsibilitiesResponsibilities include, but are not limited to:
- Implement the mortgage models using numerical simulation techniques. A highly efficient programming language will be needed to satisfy the business requirements, and usually C++ is the choice.
- Restructure and remodel the existing legacy (C++) code infrastructure in production. This will result in a more maintainable infrastructure which can adapt better to the ongoing business requirements and will significantly speed up the model development process.
- Optimize the existing software tools and create new ones to speed up the model validation and running processes, so the end users can get the model result reports faster and easier.
- Help in moving the on-premises environment onto the cloud, which involves data, analysis tools, and model running platform (e.g. HPC on cloud).
- Convert the existing standalone tools (using Excel or Windows Form as the UI) to web-based applications, so that they will be more portable, and easier to be run on multiple computers instead of a single machine.
Qualifications- Strong quantitative skills, analytical mindset, and attention to detail.
- Expertise with multiple programming languages (e.g. C++, Python, C#, SQL, VBA, etc.) with an emphasis on C++.
- Proficiency in parallel computing and high-performance computing techniques.
- Familiarity with Extracting, Transforming and Loading (ETL) data in SQL databases.
- Familiarity with cloud platforms.
- Familiarity with web-based application development
PREFERRED:
- Passion for technology and software building
- Knowledge of cloud platforms
- Experiences with DevOps
EDUCATION AND EXPERIENCE
· Bachelor’s degree in Science, Technology, Engineering, and Mathematics (STEM); advanced degree is a plus
· Finance or business background is a plus
CERTIFCATIONS, LICENSES AND/OR REGISTRATION:
PHYSICAL DEMANDS AND WORK ENVIRONMENT
The physical demands described here are representative of those that must be met by an employee to successfully perform the essential functions of this job. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.
While performing the duties of this job, the employee is regularly required to sit and use hands to handle, touch or feel objects, tools, or controls. The employee frequently is required to talk and hear. The noise level in the work environment is usually moderate. The employee is occasionally required to stand; walk; reach with hands and arms. The employee is rarely required to stoop, kneel, crouch, or crawl. The employee must regularly lift and/or move up to 10 pounds. Specific vision abilities required by this job include close vision, color vision, and the ability to adjust focus.
EEOC
Bayview is an Equal Employment Opportunity employer. All aspects of consideration for employment and employment with the Company are governed on the basis of merit, competence and qualifications without regard to race, color, religion, sex, national origin, age, disability, veteran status, sexual orientation, or any other category protected by federal, state, or local law.
