Responsibilities:
- Implement models, working directly with the front office quantitative modeling group.
- Work directly with trading, research, risk or quantitative user groups.
- Follow release and production change procedures and work with other teams to deliver and maintain reliable and functional front-office reference data applications.
Required Technical Skills:
- Strong C++ skills
- Experienced in building or working on large scale systems.
- Must have a quantitative background able to converse with quants.
- Understands and uses best-practice software engineering skills.
- Has worked and thrived in a front office development environment under tight deadlines and with demanding clients.
- Strong written and verbal communication skills.
- Must be team oriented and have good interpersonal skills.
- Bachelor's degree in computer science or engineering with a solid track record of delivery.
- Has gained detailed knowledge of some Fixed Income products and analytics.
- Database skills, SQL and one or more of Oracle, Sybase, Sybase-IQ, DB2 on Linux and Windows.
- In depth understanding of MBS analytics or data.
- Advanced degree in Computer Science, Engineering or Finance