Java/C++ MBS Analytics expert – Executive Director Level recruitment
Premier Global IB is seeking a Senior, Executive Director Level Java/C++ MBS Analytics expert for their New York City Office.
The candidate will join a world renowned, highly profitable Structured Products desk that continues to be the global leader in this space. In this role you will work directly with Traders, Quants, researchers and core technologists to architect and build out further functionalities to their existing system.
Prior experience leading large-scale complex development initiatives is required. Prior experience leading/managing a small team is highly desired.
Required Skills Qualifications:
- In-depth, hands on experience with Java/C++, messaging, system integration/engineering within Unix/Linux environments; any experience with C#.NET is a major plus
- Extensive Fixed Income knowledge, particularly in MBS/ABS securities, analytics and their derivatives
- Thorough understanding of pre-payment models, Mortgage pass thrus, Agency pass thrus, TBA’s, etc
- Experience designing and developing risk and pricing engines/analytics
- BS, MS, PhD in Computer Science, Math, Physics, etc