C++/C## Developer (Mortgages)
The Mortgage Structured Products Cash flow Engine team seeks a talented and motivated software developer with proven abilities in delivering well-designed software solutions. The team is spearheading the development of a sophisticated structuring tool along with flexible cash flow engines, to structure and analyze these securities that will revolutionize our Mortgage product. This is an ideal opportunity for a developer to join the team and make significant contributions to our product, while learning the Mortgage Structured products domain. The structuring tool is a C#, WPF client side application, similar to an IDE. It allows new asset backed securities to be structured and published without leaving the Bloomberg terminal. It uses the MVVM architecture and UI components with extensive styling. You will also work with C, C++, Python and Lua on Linux, Windows, and Solaris. The development team employs service oriented and high performance computing architectures and design methodologies, including parallel programming techniques.
Qualifications:
- BS/MS/PhD Degree in Computer Science, Engineering, Finance or Related Field (or equivalent expertise)
- 3+ years hands-on C/C++ development experience on Unix (or equivalent expertise)
- Solid understanding of Data Structures, Algorithms, and Object-Oriented design
- Expert debugging skills
- Ability to write clear and well-documented code
- Solid verbal and written communication skills
- Knowledge of Perl, Python, Unix scripting is a plus
- Knowledge of Mortgage/Asset structuring, residential loan analysis, or Fixed Income
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