Hi Friends,

                    We have a below urgent requirement from our client.
Please let me know if you have any suitable consultants for the below

*Subject: **Pricing Financial Engineer***

*Location: Herndon, VA***

*Duration: **LONG TERM***


• 3-5 Years of Related Work Experience (or a PhD w/ 1+ years of work

• Must have excellent quantitative skills and an understanding of fixed
income securities;

Be able to interpret whitepapers for model and/or analytics changes and
establish baselines;

• Knowledge of and experience with the following:

o Time Value of Money, Bootstrapping, Volatility/Risk, Day Counts

o Interest rate term structure models and Pre-payment Models

o Mortgage Backed Securities (FRM, ARM, CMO, Strips, Reverse Mortgage,

o Debt/Derivatives (Fixed/Floating bonds, Swaps/Swaptions/Cancelable Swaps,

• Be able to work with financial analytics (Ex. Duration, Convexity, Vega,
WAL, etc.)

• Experience in C++, Database/SQL, XML/XSLT, and familiarity with UNIX

*A Plus, If You Have*

• Prior exposure to SDLC/Clear Quest/Quality Centers

• Familiarity with Fannie Mae, the Secondary Mortgage Business, and Risk
Management Experience with SAS/MATLAB, and Shell scripting/Perl/VBA

Thanks and Regards
*      Rajveer*

* IT Recruiter*



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