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- 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
- 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.
- The Investments and Capital Markets (I&CM) division is responsible for management of the retained portfolio as well as the company's debt funding, liquidity management and interest-rate hedging. The division is also responsible for I&CM securitization.