MBS Developer -
Risk and P&L Dev team Information Technology
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.
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
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.
I look forward to hearing from you!
Lenmar Consulting, Inc.
100 Plaza Five, Suite 1440
Harborside Financial Center
Jersey City, NJ 07311
T: 201.946.1777 ext. 4010
1440 Plaza Five Jersey City, NJ, 07311Contact