Hi Friends,
We have a below urgent requirement from our client.
Please let me know if you have any suitable consultants for the below
requirement..
*Subject: **Pricing Financial Engineer***
*Location: Herndon, VA***
*Duration: **LONG TERM***
*Qualifications/Skills*
• 3-5 Years of Related Work Experience (or a PhD w/ 1+ years of work
experience)
• 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,
etc.)
o Debt/Derivatives (Fixed/Floating bonds, Swaps/Swaptions/Cancelable Swaps,
etc.)
• Be able to work with financial analytics (Ex. Duration, Convexity, Vega,
WAL, etc.)
• Experience in C++, Database/SQL, XML/XSLT, and familiarity with UNIX
environments
*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*
*PH:(703)-880-2641*
*[email protected]*
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