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Financial Model Development Technical Lead

Request Technology - Craig Johnson

Posted on Apr 26, 2022 by Request Technology - Craig Johnson

Virginia, VA
IT
Immediate Start
$150k - $180k Annual
Full-Time

*We are unable to sponsor for this permanent Full time role*

*Position is bonus eligible*

Prestigious Enterprise Company is currently seeking a Financial Model Development Technical Lead. The Investments and Capital Markets division is responsible for management of the retained portfolio as well as the company's debt funding, liquidity management and interest-rate hedging. Candidate will have a creative but analytical mindset and be passionate about software engineering. The selected candidate will combine strong software development, quantitative analysis, and collaboration skills to help build high-performance, scalable and fault tolerant solutions.

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.
  • Align with the business needs for the libraries. Work closely with modelers, analysts, and lead other team members to compose and refine business requirements.

Qualifications:

  • 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 modelling
  • 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

Reference: 1576966612

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