Sage Residential · 1 day ago
Quantitative Analyst – Mortgage
Morristown, NJ
Full-time
Onsite
Mid, Senior Level
3+ years expSage Residential is seeking a Quantitative Analyst – Associate to join their investment team. This role involves enhancing the firm’s data infrastructure and developing quantitative models to drive investment performance and manage risk exposures.
Asset ManagementFinancial ServicesRisk Management
Responsibilities
Building and utilizing prepayment and default models to project cash flows; analyzing and hedging risk using derivatives; and interpreting metrics such as OAS (Option-Adjusted Spread), yield curve analysis, and effective duration
Run daily risk management process; price and evaluate investment opportunities from loan level tape ingestion to investment committee memo creation
Work closely with a 3rd party vendors on prepayment models, assumptions, and valuations
Develop and maintain internal data pipelines — including data ingestion, cleaning, transformation, and automation across multiple sources
Design, develop, and maintain internal databases to support data integrity, analytics, and reporting workflows
Design and implement production-ready deployment pipelines for quantitative models, ensuring speed, stability, and integrity in the transition from research/development to real-time investment decision-making
Collaborate with portfolio manager and quantitative analysts to build tools for risk reporting, performance attribution, and portfolio management analytics
Partner with IT to design and implement automation solutions that enhance operational efficiency and data consistency
Work with finance, marketing, and operations teams to streamline and automate recurring workflows using data-driven approaches
Qualification
Required
Proven domain knowledge in the Mortgage / Residential Asset Class, including experience with loan-level data analysis
Knowledge of mortgage products, prepayment models, and rate derivatives, including yield curves, duration, and risk metrics
Strong proficiency in Python (Pandas, NumPy, etc.) for data processing, analytics, data visualization
Solid knowledge of SQL and relational database design, development, and maintenance
Familiarity with data structures, APIs, and ETL workflows
Good understanding of version control systems (Git, GitHub, or equivalent)
Bachelor/master's degree in computer science, engineering, mathematics, finance, or a related quantitative discipline
3 – 6 years of professional experience (internships or project work in quantitative development, trading, or financial technology preferred)
Strong problem-solving skills and a proactive mindset
Excellent communication and collaboration abilities
Preferred
Experience with VBA and/or C++
Exposure to non-relational databases
Experience with AWS services such as Lambda or S3
Experience with automation platforms such as Jenkins
Knowledge of front-end web development (e.g., JavaScript, React, or Flask/Django web interfaces)
Master's or Ph.D. degree preferred
Company
Sage Residential
Sage Residential Management LLC is focused on bespoke investment opportunities in the residential real estate sector.
11-50 employees
Funding
Current Stage
Early StageLeadership Team
Mark Volosov
Chief Executive Officer
Christopher Healy, CAIA
Director - Strategic Partnerships
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