Design and develop securitized products data solutions
Design and develop systems to capture mortgage data, calculate indicatives used for analytics, and service large-scale data requests
Design and develop trader and researchers’ tools on Microsoft Excel
Improve DB infrastructure to meet performance need for very large data set.
Work directly with Securitized Products Research and Quantitative Team and support existing tools for data analytics.
Follow release and production change procedures.
Level 2 support to investigate and fix production breaks.
Bachelor’s degree in computer science or engineering with more than 3 years of experience.
Database development experience
Demonstrated analytical and quantitative skills.
3+ years of object-oriented programming (Java, Scala, Python)
Experience working with Java, Scala, Database Modelling, SQL and XML
Scripting experience with Perl, Shell and Python
Experience working on Linux / Solaris
Experience working with front office users and is comfortable with delivering to tight deadlines
In-depth knowledge of US mortgage market
Proficient in agency and non-agency mortgage loans data (eMBS, Loan Performance), Intex CMO data.
Experience in some or all of the following sectors: Agency MBS, Agency CMOs, CMBS, Consumer ABS, Non-Agency RMBS.
Advanced degree in computer science, engineering or finance.