Quantitative Model Architect - Military veterans preferred

Overview:

Bayview Asset Management, LLC seeks a Quantitative Model Architect in our Coral Gables, Florida location to: Implement the mortgage models using numerical simulation techniques in a highly-efficient programming language (C++) to satisfy business requirements; Utilize parallel computing and high-performance computing techniques to write efficient computer programs using a paradigm that can run in a distributed computing system to meet business requirements arising from handling very large amounts of data; Work with multiple programming languages (C++, Python, Excel VBA, C#, etc.) to develop user interfaces (usually Graphic User Interface or GUI) for end users who might not be familiar with the complexities of the underlying computer programs; Restructure and remodel the existing legacy code infrastructure in production which can adapt better to the ongoing business requirements and will significantly expedite the model development process; Migrate the existing parallel computing paradigm to a Cloud environment for better scalability and reducing the run times to deal with larger data sets over time; Transition the exiting Excel based mortgage models to web based applications to create more portable models that are easy to run on multiple computers; Introduce new software development methodologies to the team, e.g. DevOps, Agile software development methods, etc., to improve and shorten the mortgage model development lifecycle; Keep up to date with the latest trends and technologies and incorporate the latest achievements in Artificial Intelligence to our model development cycle in order to speed up this cycle; Research and improve the current numerical algorithms in order to achieve higher accuracy and better speed performance of the numerical calculations; Collaborate with other teams across the company to do model development for their business requirements; and Mentor and coach other team members on best-practice development techniques and integrating their model updates to the existing infrastructure.

Minimum Requirements: Masters degree or equivalent in Mathematics, Finance, Computer Science, Engineering, Physics, or a related field with quantitative emphasis; plus; one (1) year of experience as a Developer or Coder or in a related position, specifically in the following: Implementing distributed computation on multiple computers (e.g. High Performance Computing or HPC cluster); Developing models to forecast mortgage cash flows using C++; Inputting data from SQL databases into mortgage models and outputting model results to SQL databases with appropriate programming languages, e.g. C#, Python, VBA, etc.; Integrating mortgage models with Intex by inserting model results into Intex Wrapper API as inputs then outputting Intex results in SQL database, Excel, or other formats. In addition, three (3) years of experience in the following is required, for which professional or academic/coursework experience is acceptable: C++ programming; Monte Carlo simulations; Statistical analysis; Probability theory; Regression analysis; Data science; Parallel computing; and Numerical calculation.

Salary: $102,000.00 - $122,000.00

Please apply at https://careers.bayview.com/bam using REQ ID 2024-5791. Bayview Asset Management, LLC is an EEO/AA employer. No calls.
This position is eligible for an employee referral bonus consistent with Bayview policy. For details, please see the Employee Handbook or contact your HR Business Partner.