Quantitative Trading & Research - RMBS Underwriting - Analyst

Position Summary

Join our dynamic team as a Desk Strategist supporting a market-leading RMBS underwriting business. As an Analyst within Quantitative Trading and Research (QTR), you will work closely with underwriting, structuring, financing, banking, trading, risk, and technology to build cutting-edge analytics and tooling that shape how the business evaluates collateral, prices risk, sources clients, and executes transactions.

As an Analyst on the Quantitative Trading & Research Team, you will sits at the intersection of quantitative research, modern engineering, and front-office Residential Mortgage-Backed Securities (RMBS) deal execution, offering direct exposure to senior underwriting, structuring, banking and trading partners on complex transactions. You are a hands-on builder with strong Python skills and a genuine interest in financial markets and will be a primary asset in shaping the team's future analytics and workflows by delivering scalable, production-quality tools and analytical/pricing solutions that improve decision-making, drive profitability, and support optimal deal execution.

Job Responsibilities

• Manipulate large datasets to produce systematic analyses and repeatable outputs delivered directly to the desk. 
• Develop tools and quantitative analyses to drive decision making related to RMBS underwriting, pricing, structuring, and securitization deal execution
• Build and enhance scalable desk tooling that improves the efficiency, reliability, and usability of analytics and models in a live deal environment.
• Assist in the development and maintenance of internal valuation, scenario analysis, and risk frameworks as applicable.
• Collaborate with technology and internal teams to integrate tools with desk systems and data platforms; ensure solutions are robust and maintainable.
• Apply strong engineering discipline (testing, documentation, version control) and leverage firm-approved AI-assisted development where appropriate to accelerate delivery.

Required Qualifications, Capabilities, and Skills

• Bachelor's or master's degree in a quantitative discipline (computer science, mathematics, statistics, engineering, physics, economics/finance, or related).
• Excellent programming skills (Python required).
• Strong quantitative foundation and interest in financial markets.
• Excellent communication skills and ability to partner effectively with technical and non-technical stakeholders.
• Self-motivated with strong critical thinking, ownership, and attention to detail.

Preferred Qualifications, Capabilities, and Skills

• SQL knowledge is a plus.
• Prior financial markets experience is helpful.
• Prior mortgage / structured products knowledge is helpful.
• Experience building reusable tools used by others (not just one-off analysis).