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- Design, develop and support fixed income computation libraries written in C.
- Implement automated testing to ensure standard technology development practices are met
- Align with the business needs for the libraries. Work closely with modelers, analysts, and other team members to compose and refine business requirements
- 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: #23217012
- State: New York New york city 10001 New york city USA
- City: New york city
- Salary: Depends on Experience
- Job type: Permanent
- Showed: 2021-11-21
- Deadline: 2022-01-19
- Category: Et cetera