Vacancy expired!
We are unable to sponsor as this is a permanent full time roleAll Employees must be Covid-19 Vaccinated A prestigious fortune 500 company is on the search for a Financial Model Developer Technical Lead. This role will focus on development in the fixed income finance and mortgage backed securities computations. This role will be developing with C and python. This tech lead needs to have experience with Monte-Carlo simulations.Responsibilities & Qualifications:
- Design, develop and support fixed income computation libraries written in C.
- Implement automated testing to ensure standard technology development practices are met. Lead and support junior team members for their dev work.
- A minimum of 5 – 7 years of relevant experience
- BS 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, especially mortgages
- 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