Mortgage Derivatives Programmer/Analyst – C++ Python – New York recruitment

Candidates should have 7 – 10 yrs of relevant, fixed-income experience – and working closely with traders and risk managers in the implementation of C++ based analytics.  The candidate should have broad and in-depth knowledge of C++ in conjunction with expertise in fixed-income securities (MBS, CMOs, and ABS) and the components of their analytical valuation especially in the context portfolio analytics, horizon analysis, sensitivity to risk-factors and volatility analysis.  This position offers a base salary, competitive bonus and a comprehensive benefits package. Opportunity for career Read more […]

May 31, 2012 • Tags: , , , , • Posted in: Financial • Comments Off on Mortgage Derivatives Programmer/Analyst – C++ Python – New York recruitment