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Reference # : 17-00643 Title : C# Developer
Location : New York, NY
Position Type : Contract
Experience Level : Start Date / End Date : 05/15/2017 / 11/14/2017  
Our client, a leading global financial services company, has approximately 200 million customer accounts and does business in more than 140 countries. They provide consumers, corporations, governments and institutions with financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management.


Global Securitized Markets Technology (GSM) is responsible for creating an innovative, state of the art, risk engine which is utilized by Bank's mortgage products team. The team delivers the daily risk results for the MBS (Mortgage Backed Securities) desks under market scenarios using parallel computation grids and quantitative models.

We are seeking an experienced software engineer for our rapidly growing team.
If you are:
- A sharp innovative thinker.
- Passionate about solving real problems and wish to make an impact.
- Work in a multidisciplinary approach.
- Have a keen interest in developing high performance, scalable, high concurrency services.
- Looking to join a dynamic environment.
- Interested in enriching your financial knowledge.
- Drive successful and timely delivery of software products and services.
- Advocate best development practices and methodologies in a fast paced environment.
- Play a key part in designing and implementing a new and highly complex multi-core risk grid.
- Liaise with other teams and providers.
- Work with Wall Street's best-in-class professional traders and quantitative analysts.
- Work in an environment which encourages and promotes personal development.
- 5+ years of industry experience as software developer.
- BS or MS in Computer Science or equivalent.
- Master in C# and experience with Multithreading.
- Python/C++ experience is an advantage.
- Strong Computer Science and Mathematics background.
- Excellent OO design and development skills.
- Experience in software architectural design.
- Experience across the entire software development lifecycle.
- Experience with MBS or Fixed Income not required, but a solid plus
- Experience with Risk Management, PnL, and Profit Attribution Analysis (PAA) not required but a solid plus


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