Imported from previous forum
Requirements:
Mortgage financial engineering experience, mortgage pricing & analytics, strong C++/ Unix
• Minimum 4 years experience in C++ programming in a Unix environment
• UNIX – must be familiar with different UNIX IPC mechanisms (sockets, shared memory, semaphores, etc.)
• Strong analytical and problem solving skills
• Proven experience working under dynamic conditions
• Must have excellent communication skills and be a strong team player
• Must be a self starter, be able to gather own specifications and deliver projects with minimal supervision.
• Must be detailed oriented and able to respond quickly to requests by traders.
• Knowledge of SQL. Sybase is a plus.
• Fixed income financial product knowledge is required
Duties:
• Will be responsible for learning the existing suite of applications that are used on the desk, and understand their architecture and their analytics.
• Responsible for development and deployment of next generation analytics and models for fixed income to support the trading desk.
• Responsible for helping to architect medium scale real-time fixed income trading systems across multiple products, functions, and tiers.
• Will work closely with the traders and members of the Quantitative Research team to support the needs of the trading desk developing Fixed Income products.
• Will help to direct the daily work of the other members of the FI development team and mentor the more junior members.
Please respond to sangeet@parallelpartners.com