C# Mortgage Back Securities Developer

C#, .Net, MBS
Contract W2
$90 - $92
Travel not required

Job Description


Job Summary
MBS Developer -
Risk and P&L Dev team Information Technology
Global Market

GM FO IT Risk and PnL consists of around 150 staff, located in London, Paris, New York, Tokyo and Singapore. We develop and support the Risk and PnL front office (FO) systems for global markets (GM) i.e. the recently combined fixed income and equity business. This covers the analytics and distributed grid computation solutions as well as presentation across a comprehensive range of asset classes.

Team Overview:

The team supports all aspects of Mortgage Trading with an emphasis on the daily production of Risk and PnL. We support all the mtiers viz. Trading, Application Production Support, Risk Managers, Business management, Research, Middle Office and Back Office/Settlement systems for Mortgage Trading. The team also handles all mortgage related static and dynamic data storage and dissemination from external vendors like Intex, eMBS, Bloomberg etc

Role Overview:

The role being offered is to participate in this major analysis integration project and work within GM FO IT Risk and PnL as part of the NY Risk and P&L Development team to help deliver this new platform.

The project is aimed on revamping existing Mortgage Analytics engine creating server-based solutions to handle overnight risk calculations. The new platform will also improve the scalability and significantly reduce cost of producing new Risk P&L or regulatory reports. The role will perform analysis, design, construction as well as integration and regression testing.

All tasks above are to be conducted with the supervision of senior Risk and P&L IT developers, direct interaction with MBS trading desk and the assistance of quantitative research team.


Qualifications:

  • Knowledge of .NET and C# (5 years of experience or more).
  • Experience in creating server-client multithreaded solutions (WCF or similar)
  • Knowledge of the XML or json format and the various ways in which it can be handled in C# and other languages including the Databases like SQL Server.
  • Experience in the full software development lifecycle.
  • Excellent troubleshooting and debugging skills
  • Ability to multi-task and prioritize with a focus on delivery
  • Familiarity with the Bloomberg Risk platform and its interface is a big plus.
  • Familiarity with Mortgage Trading, Pricing, and Risk Management concepts with special emphasis on the management of Mortgage data available through eMBS, Intex, Bloomberg and other sources is a plus.
  • Good interpersonal skills given the numerous actors in this integration project.
  • Able to work autonomously within the requirements of the project and the quant team.
  • A flexible, hands-on attitude and willingness to make things happen.




I look forward to hearing from you!

Best regards,



Cindy Wing
Lenmar Consulting, Inc.
100 Plaza Five, Suite 1440
Harborside Financial Center
Jersey City, NJ 07311
T: 201.946.1777 ext. 4010

Posted By

Cindy Wing

1440 Plaza Five Jersey City, NJ, 07311

Contact
Dice Id : 10116775
Position Id : 6294012
Originally Posted : 7 months ago
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