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
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.