Capital Markets - Structured Products Technologist / Developer

 

We are seeking an experienced technologist and hands-on developer to work with a team of quant researchers on a structured products trading desk. 

  • Experience designing and building various pricing, valuation, risk analytics and database applications from scratch for mortgage and securitized related products including MBS, ABS, RMBS, CMBS, CDOs, and CLOs, etc. 
  • Can interface with C++ and build in Python and VBA. 
  • Experience with Intex Solutions and Yield Book preferred. 
  • Is experienced in multithreading, distributed computing, and building user interfaces. 
  • A Bachelor’s, Master’s or PhD in Computer Science, Statistics, Physics, Mathematics or a related field.

Opportunity ID 11256

 
Alex Gannes