Imported from previous forum
MBS Risk Developer
I need a developer who will be highly involved in the development of our future risk platform. This will include working closely with quantative analysts on the implementation of yield models, prepayment models and a monte carlo risk engine sitting on a distributed platform. This future engine will grow to handle all of the risk, both official and intra day, of the growing MBS business at BNPParibas.
Essential Skills
Excellent C++ on a Windows platform. (3 - 5 yrs)
Good knowledge of the MBS business.
Experience in the development of risk engines such as Monte carlo and biomial
Excellent communications skills
Desired Skills
Experience of working on MBS Vendor APIs such as Intex and Espiel
Experience in the development of high performance, distributed systems
I am a recruiter who specializes in the IT financial industry. I work with over a dozen hedge funds and three major financial firms in the Tri-state area. Most of my positions are in 100K to 300K base. If you are passively looking for a better career opportunity, please send me your resume and I will give you a call. I am only representing candidates who have a stable job history (no more then two jobs in five years). Please no consultants. Your resume will remain confidential and it will not be submitted to any firms without your consent.