Job Details

ID #44697096
State Virginia
City Mclean
Job type Permanent
Salary $170,000 - $180,000
Source Request Technology, LLC
Showed 2022-08-08
Date 2022-07-27
Deadline 2022-09-25
Category Et cetera
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Lead Financial Model Developer

Virginia, Mclean, 20598 Mclean USA
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Lead Financial Model DeveloperSalary: $170k-$180k + BonusLocation: McLean, VAHybrid role: 2 days in-office, 3 days remoteWe are unable to provide sponsorship for this roleBonus Eligible A prestigious Fortune 500 company is seeking a Lead Financial Model Developer

Qualifications
  • 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

Responsibilities
  • 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.
  • The Investments and Capital Markets (I&CM) division is responsible for management of the retained portfolio as well as the company's debt funding, liquidity management and interest-rate hedging. The division is also responsible for I&CM securitization.

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