Design, implement, test, and deploy high-performance C++ APIs exposing a mortgage analytics quantitative library for interest rate modeling, prepayment/default analysis, derivative valuation, hedging, and forecasting. Improve performance, reliability, and usability of the library and collaborate with business, model development, validation, and IT teams.

Implement and integrate mortgage prepayment models into the firm's C++ analytics library. Deliver production-grade, performant, modular code with comprehensive unit/integration tests, API integration, versioning, and documentation. Collaborate with quants, model validation, business, and technology teams to ensure backward compatibility and operational readiness.