Job Details

ID #45703326
State Virginia
City Mclean
Job type Permanent
Salary USD $170,000 - $180,000 170000 - 180000
Source Request Technology, LLC
Showed 2022-09-15
Date 2022-09-09
Deadline 2022-11-07
Category Et cetera
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Financial Model Developer, Technical Lead

Virginia, Mclean, 20598 Mclean USA

Vacancy expired!

We are unable to sponsor as this is a permanent full time roleAll Employees must be Covid-19 Vaccinated A prestigious fortune 500 company is on the search for a Financial Model Developer Technical Lead. This role will focus on development in the fixed income finance and mortgage backed securities computations. This role will be developing with C and python. This tech lead needs to have experience with Monte-Carlo simulations.Responsibilities & Qualifications:

  • Design, develop and support fixed income computation libraries written in C.
  • Implement automated testing to ensure standard technology development practices are met. Lead and support junior team members for their dev work.
  • A minimum of 5 – 7 years of relevant experience
  • BS in Computer Science or equivalent experience
  • Strong programming experience of developing and testing in C and Python
  • Broad knowledge of fixed income finance, including mortgage and mortgage-backed securities
  • Experience in fixed income modeling
  • Experience with using Monte-Carlo simulations to value financial instruments, especially mortgages
  • Experience working with numerical/quantitative systems
  • Intex CMO library experience a plus
  • Strong quantitative skills (statistics, econometrics, linear algebra)
  • Experience writing automated unit, integration, regression, performance and acceptance tests
  • Solid understanding of software design principles, including knowledge of how to refactor legacy code
  • Experience with collaborative development using GIT

Vacancy expired!

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