Hi Associate,
Hope you are doing good.
I have urgent requirement kindly let me know if you have any resource available.
Fixed Income Developer
Location: New York, NY
6-12 Months Contract
Description:
Our client, one of the top US investment banks, offering securities underwriting and trading,
mergers and acquisitions advice, research, private equity investment, and risk management products, is seeking a Fixed Income Developer.
Main responsibilities and requirements will include:
-Design and implementation of MBS models (C++/C#/SQL)
-Implement new modeling and analytics features to support evolving regulatory requirements
-Support modelers to improve model efficiency
-Creating Technical/Support Documentation
Essential:
-5+ years fixed income/MBS model implementation experience in C++/C#/SQL
-Sound knowledge of statistics package (SAS or R)
-Solid understanding of fixed income mathematics
-Strong communication skills
-Excellent problem solving skills
-Degree in Computer Science or equivalent
Desirable:
-Experience and good understanding of MBS modeling
-Knowledge of scripting languages (e.g. Perl) is desirable
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