We're HIRING: MBS QUANT DEVELOPER (C++) - Top Financial NYC
Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED FOR USA WORK, email resume QuantRec @gmail.com
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PLEASE BE SURE TO INCLUDE your salary requirements (2010 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).
**CANDIDATE SENDING IN ALL THIS RELEVANT REQUESTED INFORMATION AS MENTIONED ABOVE SHALL BE PLACED SOONER THAN THOSE SENDING A GENERIC RESPONSE WITH ONLY A RESUME**
If we asked around, what are you known for in terms of expertise in:
§ Types of systems?
· Got a recent instance where your technical contribution had a real impact on the organization?
Then more importantly, your Wish List
· What's the job you want? 2nd choice?
· Industry preference?
· Maximum commute radius?
· Least acceptable compensation?
· What specific companies in this area are you interested in?
· Why are you looking to leave?
· What aspects of your job would you change in order to stay?
· How soon can you start a new job?
· What about when you get a counter offer?
· What specific requirements do you have before accepting a new job?
Also include the best times to reach you over the near term.
Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
Quantitative Strategist with strong knowledge of Risk Analytics, Trading and Pricing to support their residential Mortgage and other Whole Loan businesses. Strong C++ and relational database skills are required. The candidate needs to be a self starter capable of solving problems, developing analytics and managing the construction of pricing and risk models from start to finish.
This includes design, coding and testing. Candidate will need to share ideas and discuss solutions with others, including off-site team members. As such, strong communication skills are also required. Unix experience and Perl scripting are highly desired.
- Understanding of mortgages and other retail banking products
- Strong C++ skills
- Advanced financial analysis skills
- Advanced mathematical-statistical procedures (numerical and analytical solutions of partial differential equations, binomial tree and Monte-Carlo simulations, optimization methods and survival analysis techniques.
- Experience creating, validating implanting and maintaining models
- Solid understanding of statistics
- Experience providing ad hoc quantitative analysis and reporting to traders and other clients
- Knowledge of relational databases (Sybase desired)
- MS or PhD in Mathematics, Computer Science, Engineering or equivalent or MS in Financial Engineering