C Developer

21 Feb 2025

Vacancy expired!

C Developer (with Python experience preferred)
  • Fulltime - Hybrid - New York City

Job Responsibilities:The job responsibilities include developing and maintaining a proprietary software library written in C and data store which serves as the cash flow projection engine underlying Yield Book’s analytics for mortgage-backed and asset-backed securities. Create and maintain tools used by analytics to reverse engineer and maintain cash flow models for mortgage-backed and asset-backed securities. Collaborate with internal development teams to integrate the software library and data sets into various ISD Analytics platforms. The developer will also work on Python to create a suite of tests to build and enhance a framework to test the software library.

Education/Skills:
  • Master’s degree (or bachelor’s degree with equivalent work experience) in STEM with outstanding academic achievements.
  • Minimum two years’ experience working in fixed income markets in the field of structured products specifically mortgage-backed and asset-backed securities.
  • Strong programming skills in C, knowledge of modern C is a plus.
  • Scripting skills in Perl and/or Python as well as SQL required.
  • Ability and willingness to learn and work collaboratively in a team environment required.
  • Solid communication skills required. Demonstrate proficiency with Linux and scripting languages (Bash).
  • Experience with Git is necessary.
  • Knowledge of Fixed Income, Bond math preferably Mortgage-backed Securities, valuation, pricing, monte-carlo simulations is as plus.
  • A plus will be having worked on Yield Book, Intex, PolyPaths before.
  • Knowledge of python and packages such as pandas, numpy.

  • ID: #49330208
  • State: New York New york city 10001 New york city USA
  • City: New york city
  • Salary: Depends on Experience
  • Job type: Permanent
  • Showed: 2023-02-21
  • Deadline: 2023-04-21
  • Category: Software/QA/DBA/etc