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 is responsible for developing innovative, state of the art solutions utilized by Bank's Mortgage trading and sales desk. The team is also responsible for development of solutions around regulatory asks from the Fed, OCC, and other regulatory bodies and is seeking an experienced software engineer for our rapidly growing team.
Profit Attribution Analysis (PAA) is a critical regulatory ask and requires us to explain the Profit and Loss reported by trading desk by leveraging quantitative models. The candidate will be required to work with Quantitative Analysts and Finance teams and extend the existing platform to address requirements. Ideal candidate will be a fast learner who is able to work with multiple stakeholders and under tight deadlines.
- Strong command of database programming and working with relational databases
- Strong expertise in SQL stored procedure and query optimization.
- Extensive knowledge of Job Information Language (JIL) and capabilities to recommend suggestions that will comply with internal standards and auto sys best practices.
- Experience in creating test cases, creation of test data and validation of test data.
- Able to work in a dynamic team environment which includes developers working with different technologies (such as SQL and C#/.NET) and across multiple regions.
- Excellent verbal and written communication skills
- Proven proficiency in dealing with complex technical issues across all aspects of the project lifecycle
- Experience of working in a demanding and results driven, time critical environment
- Ability to deliver clean and testable code.
- Excellent skills with short learning curve when faced with new challenges and new environment.
- Previous experience with PAA, PnL, Risk is a plus
- Previous experience with Mortgage Backed Securities (MBS) or other Fixed Income Asset classes is a plus
- HTML 5
- Angular JS
Please see our complete list of jobs at: