Sr Java Fixed Income Pricing
Senior Java Developer
We are in search for a senior Java developer with extensive experience in building analytical and pricing systems for mortgage backed securities including CMO, CMBS, ABS, and MBS pass through pools. We would like to see the candidate come with past C/C++ background. The candidate should demonstrate a combination of technology skills, mathematical and analytical aptitude, and domain knowledge in Mortgage Backed Securities and Structured Finance.
Key Responsibilities:
The chosen candidate will join a development team on structured fixed income pricing systems. The systems support evaluations of MBS pass through pools, CMO, CMBS, and ABS products. The candidate will take part in large-scaled development projects to re-build our pricing systems on a next generation computing platform. In addition the candidate will be responsible for production support.
The candidate will be analyzing and documenting user requirements, proposing system design, presenting and evaluating implementation options through the use of design diagrams and wireframes. The candidate will be working closely with quantitative analysts/modelers to implement and maintain production analytical and pricing models. The candidate should be detail-oriented, embrace development best practices, and communicate clearly and effectively with peers, QA team, users, project management, and supervisors.
The working environment is fast-paced, high demand, and closely integrated with business users. The candidate should be a self-motivated quick learner willing to pick up any skills the job calls for on the job.
Job Specifications: Technical
• 7+ years of development experience with Java
• 2+ years of development experience with EJB3 and Hibernate
• 2+ years of development experience with Java Swing
• Unix, unix shells scripting, and past C++ experience - preferable
• Development experience using the Intex API - preferable.
• Experience with relational databases Sybase, MySql, Oracle
• Strong experience with design-for-testability and unit-tests
• Understanding and dedication to software development “best practices”
Job Specification: Mathematical Analysis
• Fixed Income Mathematics, Monte Carlo Simulation, OAS, Prepayment speed models, interest rate models, cash flow models
Job Specifications: Mortgage Backed Securities
• Knowledge of MBS pass through pools, CMO, CMBS, and ABS products
• Pricing experience in MBS pass through, CMO, CMBS and ABS products
Job Specification: General
• Strong written and verbal communication skills
• Ability to multi-task and juggle priorities among different efforts/projects
• Team player
List REQUIRED degree(s), license(s), and/or certification(s):
• BS/BA
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