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Rate: $60/hr Type: C2C Length: 6 Months+ Location: New York City Looking to hire a technology developer/risk analyst to help develop and support solutions for the FIC Mortgages business. The individual will be responsible and accountable for building and supporting a risk service for the MBS trading desk to calculate risk values on demand. The risk service will integrate with market data (Tradeweb, Dealerweb, Bloomberg, etc), external vendor systems(Intex, YieldBook, Polypaths, etc), a prepayment model and an interest rate model for calculating risk on agency and non-agency MBS Products as well as MBS hedge products (CMO, ABS, TBA's, Pools, MBS Derivatives, Treasuries, Swaps, etc). The MBS risk service should allow each user the ability to run calculations based on their saved scenario's and model calibrations. The MBS risk service should be fault tolerant and extensible to additional products. The MBS risk service will integrate with the MBS trading and pricing platforms for reporting and valuation on demand. Qualifications: 7+ years programming in core Java 4+years of experience working in the MBS industry space 2+ years integrating MBS analytics and calculating MBS risk valuations. 2+ years experience with Polypaths Strong multi-tasking skills with capability to adapt to rapidly changing environments Strong math and analytical skills Preferred: CFA or equivalent 2yrs C/C++ programming experience 2yrs experience with Intex Responsibilities: Provide timely pricing and risk values Integrate pricing and risk analytics for MBS models (pricing, prepayment, interest rate) and MBS products and hedges(CMO, ABS, PT, MBS Derivatives, Swaps, Treasuries, etc) into the firm's MBS trading systems for display and reporting -- You received this message because you are subscribed to the Google Groups "Oracle-Projects" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/oracle-projects?hl=en.
