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C++/Distributed Developer
Ref No.: 17-00415
Location: New York, New York
Position Type:Direct Placement
Start Date: 02/02/2017
Our client is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.

Position Description
Our client's Securitized Products Technology Group develops and supports fixed income analytics applications for the various Securitized Products trading desks across the firm (CMBS, CLO, CMO, ABS, MBS, Whole Loans, etc). The applications our client develops involve a platform for computing marks, risk and other valuation metrics, as well as valuation-oriented tools for traders and desk strategists. *

We are currently looking for a candidate for our Securitized Products Analytics Technology team that has primary responsibility for helping to develop and extend our state-of-the-art distributed processing infrastructure used to help value and understand risks of securitized products via employing proprietary models with a special focus on our regulatory-driven risk calculation processes (e.g. Fed CCAR). This role involves interfacing with traders, desk strategists, and risk managers to gather and understand needs and requires good organization and communication skills. Developers with strong programming and distributed processing design skills, knowledge of (or a strong willingness to learn) fixed income, securitized products and associated products will have an opportunity to apply their skills in an interesting and dynamic environment that has an essential need for high technology solutions.

Tech and Project skills needed: -
  • Linux, C++, Grid/Distributed computing technologies; Java desirable.
  • Fixed Income products and analytics and risk and stress measures preferred.
  • Perl and similar scripting languages and SQL/DB and general data analysis tools/ETL/scripting
    Capable of independent work
  • Identifying and resolving ambiguities and data quality issues by working with tech and non-tech stakeholders.
  • Strong communication skills and able to work with stakeholders to refine and manage goals, milestones, and requirements