Senior C++ Financial Developer

col-narrow-left
Job ID:
2499608
Location:
, VA
Category:
Information Technology, Telecommunications, Array
Salary:
$135,000.00 per year
Employment Type:
Full time
Posted:
08.11.2018
col-narrow-right
col-wide

Job Description:

Senior C++ Financial Developer

McLean, VA

Join a team of Financial Engineers responsible for the C++ Library that implements the major market and credit risk models for a trillion-dollar balance sheet of mortgages and related products. Our team works closely with modelers to implement and integrate models written in several languages, such as Python and R, and we make these models broadly available for use in trading, risk analytics, scenario analysis, and financial reporting. Responsibilities span the full software development life cycle, from design and implementation plans based on minimal requirements specifications, to software coding of models and tests integrated into our continuous integration environments, through to the documentation required for 2nd line review in our risk and control framework.

Qualifications

  • Bachelor's degree in computer science or similar degree.
  • 5+ years of professional experience
  • Demonstrated experience understanding financial models used to value and measure risk for mortgages and other Fixed Income securities.
  • Demonstrated experience designing robust testable implementations in C++ and ability to demonstrate the appropriateness of the implementation using tests written in python.

Preferred Skills

  • Minimum of 4 years of professional experience specifically writing mortgage finance simulation models in C++.
  • Professional experience with Python, R modelling, and/or the Intex® CMO Library are a definite plus.
  • Experience with models written in SAS® and/or Matlab®.

Company Info
Request Technology - Anthony Honquest