We are in search for a senior Java Developer with C++/Linux root and extensive experience in building analytical and pricing systems, hopefully experience with mortgage backed securities. The candidate should have decent experience in programing Intex Sub or Intex Wrapper. The candidate should demonstrate a combination of technology skills, mathematical and analytical aptitude, and domain knowledge in Mortgage Backed Securities and Structured Finance.
The chosen candidate will join a development team on structured fixed-income pricing systems. The systems support evaluations of MBS pass through pools, CMO, CMBS, and ABS products. The candidate will take part in large-scaled development projects to re-build our pricing systems on a next generation computing platform. In addition the candidate will be responsible for production support.
The candidate will be analyzing and documenting user requirements; reading and analyzing source code; proposing system design; presenting and evaluating implementation options through the use of design diagrams and wireframes. The candidate will be working closely with quantitative methodologists to implement and maintain production analytical and pricing models. The candidate should be detail-oriented, embrace development best practices, and communicate clearly and effectively with collaborating groups DBAs, SAs, QA team, and users.
The working environment is fast-paced, high demand, and closely integrated with business users. The candidate should be a self-motivated quick learner willing to pick up any skills the job calls for on the job.
Job Specifications - Technical
- 5+ years of Java (J2EE)
- 7+ years development experience with C++/Linux
- Experience with relational databases Sybase, MySql, Oracle
- Experience with design-for-testability and unit-tests
- Understanding and dedication to software development “best practices”
Job Specification: Mathematical Analysis
- Fixed Income Mathematics, Monte Carlo Simulation, OAS, Prepayment speed models, interest rate models, cash flow models
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