[JOB] Senior Java/C++ Developer in Raleigh, NC

From: Julie
Sent on: Thursday, August 29, 2013 4:29 PM
Type: Full Time
Industry: Financial

Job Description:
Role description:
Develop and maintain applications used for calculating risk for the MBS (Mortgage Backed Securities) trading desks.
Design and develop calculators for RMBS cash and derivative products.
Should be able to understand a pricing model and automate it using C++/Java.
Work closely with modelers, Functional Analysts and other Risk Managers.
Provide L3 support.
Train L1/L2 support staff.
This is a front office role and some interaction with the business should be expected.

Skillset profile:

Required technical skills: Core Java, C++, Oracle, Shell Scripts, Linux/UNIX, SQL, XML

Desired technical skills: Experience with LISP and functional programming (especially Clojure), Perl
Previous experience with upgrading Linux OS and gcc will be very valuable.
Basic Fixed Income and MBS knowledge, familiarity with basic MBS instruments, familiarity with OAS and Pay Up models
Polypaths, Intex.
DB Analytics 

Required non-technical skills: Good communication, Self Starter, Collaboration 
Willingness to learn a new programming language

Desired non-technical skills: Front office development experience, 
Experience of working with teams in different geographical areas and in different time zones.

Education:
Bachelor of Science Degree from an accredited college or university with a concentration in Computer Science or Software Engineering (or equivalent) with a minor in Finance, Mathematics or Engineering

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