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 Mortgage Analytics Developer-C/C++ - Tier 1 Investment Bank- 200k

Details
Country: USA
Location: NY New York City
Total applied: 11

Career Level: Experienced (Non-Manager)
Job Type: Employee
Job Status: Full Time

Mortgage Analytics Developer-C/C++ - Tier 1 Investment Bank- 200k

My client, a Top Tier Investment Bank in downtown New York has a current requirement for a Financial Engineer/Analytics developer. This role sits on the highly successful Mortgage Backed Securities Desk.
Candidates will have a very strong understanding of Mortgage Backed Securities as you will be liasing with world class MBS traders and quants on a daily basis and will be required to communicate technical terms and develop world class technical solutions for the business. You will be using the latest technology to develop pricing/ risk systems and analytic libraries.

You will have a minimum of 5 Years C/C++ programming experience in a UNIX/Linux environment (multithreading, Inter process communication, socket programming, Networking, Standard Template Libraries) and advanced mathematical and analytical skills (including an understanding of the Black Scholes Model, VAR, Valuation Modelling, Monte Carlo Simulations). You must have strong Fixed Income/ABS/MBS/CMO knowledge.



You will be expected to have a strong advanced degree in Computer Science or a Quantitative Subject.
Please send your resume, in confidence and for immediate consideration to Ada offonry at Huxley Associates

(Huxley Associates Limited acts as an Employment Agency and an Employment Business)

- Apply for Mortgage Analytics Developer-C/C++ - Tier 1 Investment Bank- 200k

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