Financial Model Developer (C, Python, Financial Industry) in NYC or McLean, VA

DBA Web Technologies
New york city, NY
20 Nov 2024

Vacancy expired!

Financial Model Developer (C, Python, Financial Industry) in NYC or McLean, VA

POSITION: Financial Model Developer (C, Python, Financial Industry)

LOCATION: NYC (Preferred) OR McLean, VA

SALARY: Excellent Compensation with benefits + Relocation + 401K + Bonus

DURATION: Full-Time Position

SKILLS: Financial Model Developer, C, Python, Intex, Monte-Carlo Simulations, Fixed Income Modelling, Financial Industry

DESCRIPTION:The ideal candidate will have a creative but analytical mindset and be passionate about software engineering. The selected candidate will combine strong software development, quantitative analysis, and collaboration skills to help build high-performance, scalable and fault tolerant solutions.

ROLE:

Development:
  • Design, develop and support fixed income computation libraries written in C.
  • Implement automated testing to ensure standard technology development practices are met

Teamwork:
  • Align with the business needs for the libraries. Work closely with modelers, analysts, and other team members to compose and refine business requirements

Qualifications:
  • A minimum of 5 – 7 years of relevant experience
  • Bachelor’s Degree in Computer Science or equivalent experience
  • Strong programming experience of developing and testing in C and Python
  • Broad knowledge of

    fixed income finance, including mortgage and mortgage-backed securities
  • Experience in

    fixed income modeling
  • Experience with using

    Monte-Carlo Simulations to value financial instruments
  • Experience working with numerical/quantitative systems

  • Intex CMO library experience a plus
  • Strong quantitative skills (statistics, econometrics, linear algebra)
  • Experience writing automated unit, integration, regression, performance and acceptance tests
  • Solid understanding of software design principles, including knowledge of how to refactor legacy code
  • Experience with collaborative development using GIT
  • ID: #23051721
  • State: New York New york city 10001 New york city USA
  • City: New york city
  • Salary: Depends on Experience
  • Job type: Permanent
  • Showed: 2021-11-20
  • Deadline: 2022-01-18
  • Category: Et cetera