MBS/ Fixed Income C++ Software developer recruitment

MBS/ Fixed Income C++ Software developer

Leading Fixed Income and Mortgage Provider

Mclean, VA

Circa $150,000 plus unbeatable bonus and benefits

Skills: C++, Model, Fixed Income, Mortgage, MBS, Risk

This is a great opportunity for a talented Fixed Income/ MBS Software Developer to join a well-known and rapidly expanding Fixed Income Modelling team at the company HQ in Virginia. The Fixed Income/ MBS C++ Developer will play the key role in the design and development of cutting-edge analytics tools, libraries and models, primarily for the Mortgages or Mortgage Backed Securities space. The successful Fixed Income/MBS C++ Developer will also play a lead role in the day-to-day execution of operations and will be expected to supervise and mentor the junior quants and developers in the team, thus this is a great opportunity for a talented technologist who desires managerial exposure. Due to the Front Office nature of the role, the Fixed Income/ MBS Developer will also liaise directly with Financial Engineers and Research Staff current and upcoming projects to define the technology and analytical requirements. 

Skill requirements for the ideal Fixed Income/ MBS C++ Developer:

• Sound software development experience within either Fixed Income/ MBS/ Mortgages/ Interest Rates/ Derivatives/ Credit/ CMOs

• Solid C++ coding background in a Unix environment 

• Bachelors/ Masters or PhD in Physics/ Statistics/ Mathematics/ Computer Science or similar

• Knowledge of hedging or risk models or CMOs would also be a bonus

• Solid communication skills as this is a Front Office role and the successful candidate will liaise directly with the quant researchers and financial engineers on current projects

The responsibilities of the Fixed Income/ MBS C++ Developer will be: 

• Develop cutting-edge tools, libraries and analytics applications for Mortgage Backed Securities and Mortgage Trading within the Fixed Income business space

• Lead the daily operation of developing, conducting, analysing and interpreting models and analytical applications

• Liaise with Financial Engineers and Quant Researchers on current projects

• Supervise and mentor junior quants and developers

This is a unique opportunity for a talented Fixed Income/ MBS C++ Developer to work in the Front Office Fixed Income space. As this is a very successful and profitable business, all compensation, bonus and benefits will be extremely competitive. Although based in VA, the client is extremely open to applicants from other US locations and will endeavour to assist with relocation accordingly. Due to the business-facing nature for the role and the scope for managerial exposure, the client is anticipating a high level of interest and is looking to begin preliminary telephone conversations immediately. If this is of interest or you would like more information, please forward your resume to cplusplus@selbyjennings.com or call 212 231 8223/ + 44 207 019 4163