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Role Profile 

ISD Analytics / Yield Book pride itself in setting a market standard for RMBS prepayment models that are the cornerstone of Fixed Income Analytics products and services provided by the firm. 

The Python Developer is responsible for developing modern mortgage research assistant systems and tools.  

Main Responsibilities: 

  • Build high quality and high-performance modern mortgage research assistant systems and tools; 
  • Build visualization systems for data displaying, reporting and research tools based on modern Python-based web, GUI, data processing technologies and micro services; 
  • Support agency RMBS modellers regarding model construction tools, diagnostic tools, fitting tools, reporting and reporting tools, performance and sensitivity, and client support related issues; 
  • Work closely with agency RMBS modellers to understand their business need; 
  • Familiar business domain knowledge in agency RMBS; 
  • Work closely with other teams (Data team, C++ Quants) for visualization need; 
  • Application building, packaging, deploy and release.


Skills and Experience: 

  • Advanced academic degree (PhD or MS) in Computer Science, Mathematics, Physics, Engineering, or similar quantitative fields is required; 
  • At least 1-3 years of quantitative development experience in IT industry, or quantitative finance. 
  • Proven experience in Python and data handling. 
  • Experience in web application and GUI design and database. 
  • Solid knowledge in modern computer science data structures, algorithms, and software development cycle. 
  • Strong analytical and problem-solving skills, good attention to details. 


Nice to have: 

  • Knowledge or experience in micro services, Java, GDB, AWS, and Windows and Linux batch script is very strong plus. 
  • Knowledge in web services, html, C++ is a strong plus. 
  • Familiar with source control system such as GIT and modern build and release systems. 
  • Professional in modern IDEs such as PyCharm, vscode, Visual Studio or Eclipse. 
  • Comfortable to work on both Windows and Linux platforms. 


We are looking for intellectually curious people, interested in the bigger picture of how technology industry is evolving, ready to ask difficult questions and deal with complicated scenarios. If you are a forward thinker and problem solver, this is the place to be as will be supporting you to fast-forward your career. 

We maximise each employee’s potential through personal development through a wide range of learning tools both formal and informal. We believe in remunerating our people with competitive salaries and a range of attractive benefits such as: 

  • Pillar 3 Supplemental Pension; 
  • 25 days’ holiday a year; 
  • Private medical insurance; 
  • Group life insurance policy; 
  • Meal vouchers; 
  • Share Purchase Plan; 
  • Bookster; 
  • Volunteering Days.