Oracle / Sybase Database / data warehouse developer, DBA / Performance Tuning – New York hedge fund / money manager
Candidate should have 3 to 7 years of experience and must be skilled in data warehouse design, stored-procedures, triggers, views, database performance tuning, and working with database applications. Close and dynamic interaction with other technology and financial engineering colleagues is required. Experience with at least one market-data source is required: Reuters, Bloomberg, Datascope, compustat, capital IQ, markit, etc. Any experience with OLAP, ETL, ASE is a plus. A degree in computer science is required. This position offers a base salary, competitive bonus and a Read more […]
Internship – Fixed Income Credit Trading Assistant
Job Description:Position will be sitting on the trading floor working directly with the Fixed Income Credit trading team.* Produce daily risk analysis* Assist with specific processes such as CDS marking* Produce reports on daily positionsQualifications Experience:* 0-2 years experienece* Advanced level VBA* Advanced level Excel* Financial background a mustEducation:* Minimum of a Bachelors Degree, preferably in FinanceCandidate must be available to work full time business hours. This position is paying $20-$27 per hour based on experience. Read more […]
Structured Products (RMBS) Quantitative Analyst
The successful candidate will join the market risk team and will provide pricing analysis of the firm’s RMBS portfolio holdings. The Candidate must have 5-7 years of experience performing collateral level analysis and cash flow modeling of complex RMBS structures. Candidate should have a MS in a quantitative field and have experience using Trepp, Intex, Bloomberg and Access databases.This role requires the candidate to be a valued member of the market risk team that provides valuation and credit risk measurement for the firm’s extensive portfolio of structured securities and related derivatives Read more […]
RMBS MBS ABS Prepayment Modeler – New York
The ideal candidate will have 3-5 years of experience working in a mortgage prepayment or and/or default modeling capacity in regards to residential MBS or ABS collateral and securities. Candidates should be experienced in working with mortgage loan data and home-price data towards creating prepayment, delinquency, default, loss-severity and foreclosure timeline models using either SAS, S-Plus, SPSS for example. An advanced degree in Physics, Engineering, Mathematics or Statistics is a plus. Experience with either C or C++ programming is required. This role provides a competitive base salary, Read more […]