*Position : C++ Developer*

*Duration: 12+ Months*

*Location:* *San Francisco, CA*

*Interview: Phone, F2F*

*Job description:*

·         Remember this role is for somebody with 10+ years of C++/UNIX
development experience working in financial firms.

·         Client is looking to hire a MBS/ABS Cash Flow Analytics
Developer. The team is responsible for creating and maintaining
state-of-the-art software libraries and tools for projecting cash flows on
a universe of mortgage-backed and asset-backed securities. These libraries
and tools are key components of the analytical platform.


·         Duties will include software design and implementation and
production system maintenance for a variety of business-critical
applications involving mortgage-backed and asset-backed securities.

·         Candidates will learn about residential mortgage loan valuation,
securitization and cash flow modelling.

·         In addition, day-to-day activities will include direct
interaction with team members in cash flow reverse engineering, client
services, quantitative financial modelling, and engineering.


·         4-6 years experience using Unix, Perl, Python, C/C++ developing
financial applications preferably in MQA environment.

·         Experience working in a Markets Quantitative Analysis (MQA)
environment where the candidate has responsibility for developing and
supporting the financial models used for the pricing of securities for the
Trading desks and for the risk management of the Firm's positions globally.)

·         2-3 years experience with RDBMS (Oracle, Sybase, or MS SQL

·         Familiarity with secondary mortgage markets and securitization a
plus, but not required.

·         Self-motivation and an ability to work in a high energy,
fast-paced, transaction-oriented environment.

·         Excellent interpersonal skills with an ability to communicate
with a non-technical audience.

*Regards , *

*Akshita  | ** KPG99,INC <http://www.kpg99.com/>*

*3240 E State, St Ext |  Hamilton, NJ 08619  609-681-2602  ||
aksh...@kpgtech.com <aksh...@kpgtech.com>*

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