Job Position: C++ developer
Job Description:
The Securitized Products Technology Group develops and supports fixed income analytics applications and big data analysis tools for the various Securitized Products trading desks across the firm (CMBS, CLO, CMO, ABS, MBS, Whole Loans, etc.). The applications we develop involve a platform for computing marks, risk and other valuation metrics, as well as data analysis and valuation-oriented tools for traders and desk strategists.We are currently looking for a candidate for our Technology team whose primary responsibility will be to help develop and extend our state-of-the-art distributed processing infrastructure used to help value and understand risks of securitized products and to develop the interaction with the firm's interest rate curve construction and pricing libraries. This role involves interfacing with traders and desk strategists to gather and understand requirements of applications and tools needed by them as well as regulatory requirements coming from audit and firm risk management.
The position requires very strong programming and distributed processing design skills, and knowledge of (or a strong willingness to learn) fixed income, interest rates, and securitized products/associated analytics. This role provides developers who have strong analytics skills an opportunity to apply them to risk analysis in the financial industry.
Skills Required:
- Strong OO programming skills in C++
- Distributed processing/grid technologies/multi-threading design skills
- Very strong problem solving skills and trouble shooting skills
- Able to devise efficient and practical solutions while managing multiple priorities in an agile framework.
- Experience with Linux platforms
- Strong communication skills and able to work with traders, desk strategists, and risk stakeholdersSkills Desired- Strong OO programming skills in Java
- Experience with Python, and Relational DB
- Knowledge of fixed income products and analytics
- Specific structured products risk platforms experience
- Machine learning and data analysis tools and techniques- Experience with financial regulation
Skills Proficiency: Intermediate to Senior