Lead Quantitative Engineer – Single Family

Role Overview

• Communicate with model development team to understand and finalize requirements in the form of model whitepapers and/or research code.
• Apply advanced skill, knowledge, and/or experience while leading teams in translating complex mathematical, business, and financial modeling logic into software code.
• Design solution and implement SF mortgage loan performance (Borrower Behavioral and Severity) models for production.
• Perform development testing including Unit-Test and reconciliation testing with research code.
• Lead the design and execution of test cases for modeling and analytical software applications to ensure they meet business needs and model requirements.
• Create and maintain required Model Management Life Cycle (MMLC) document for the implemented model including solution specification, testing plan and testing result, and impact analysis.
• Perform routine update and fix of the model implementation and provide customer support to model users.
• Remediate governance and regulatory findings and issues related to the model.
• Lead the evaluation of emerging technologies and industry best practices of model and analytical system implementation.
• Demonstrates strong ownership and execution mindset — a self‑driven, independent problem solver who collaborates effectively across teams and consistently delivers high‑quality results under tight timelines.
• Communicates proactively and professionally while clearly and transparently engaging with model teams, business and technology partners, reviewers, peers, and leadership through effective written and verbal communication.

Requirements

• 4 years working experience in Software or Quantitative Engineering
• Excellent software development and testing skills in Linux environment
• Fluency in using Gen-AI tools like Github Copilot, ChatGPT, MS Copilot
• Excellent mathematical, statistical, and analytical skills
• Proficiency in Python programming and data science packages
• Familiarity with quantitative model development and testing
• Good understanding of Object-Oriented Software development
• Advanced degree or equivalent (Desired)
• Mortgage modeling working experience (Desired)
• Proficiency in SQL and popular BI tools like Tableau (Desired)
• Proficiency in C++ programming (Desired)
• Excellent writing skills for technical and analytical documents, reports, and presentations (Desired)
• Financial institutions working experience (Desired)
• Understanding Model Development and Governance process (Desired)
• Understanding Software Development Life Cycle practice (Desired)

Tech Stack

• Linux
• Python
• SDLC
• SQL
• Tableau

Benefits

• Health, Life, Voluntary Lifestyle, and other benefits and perks that enhance an employee's physical, mental, emotional, and financial well-being.