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