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NRZ Quant Developer

New York

Private Equity

Ref#: 2060

Date published: 19-Apr-2017

NRZ Quant Developer 


·         Architect, build and  enhance the risk analytics framework and platform for NRZ’s portfolio

Required skills:

3-5 years of experience building fixed income analytics using C#, C++ or Java

Strong programming skills in Python and/or R

Good knowledge of databases

·         Strong quantitative skills

·         Demonstrated success delivering analytically based projects

·         Strong familiarity with mortgages and securitization market and products

Preferred skills:

·         2-4 years of experience in mortgages and/or RMBS modeling (prepayment, default, credit)

·         Comprehensive experience in areas like time series analysis, Monte Carlo Simulations and regression

·         Experience working with mortgage servicing rights and advances, whole loans, consumer loans

·         Experience working with Intex, Polypaths, eMBS, CoreLogic, Yield Book

Nice to have:

·         Experience working with a mortgage servicer

·         Experience with AWS

 

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Fortress Investment Group LLC collectively with its subsidiaries and operating affiliates is an equal opportunity employer and considers all applicants for employment without regard to race, religion, creed, color, sex, age, national origin, citizenship status, disability, genetic information, protected veteran status, marital status, sexual orientation, gender identity, or any other status protected by federal, state or local law.