Prestigious Enterprise company is currently seeking a Senior Financials Developer with C++ and preferably Python experience.
Candidate will join a team responsible for the C++ Library that implements major market and credit risk models. Candidate will work with other developers and 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. Job duties will include 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 and review of the risk and control framework.
* 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.
* Minimum of 4 years of professional experience specifically writing mortgage finance simulation models in C++.
* Professional experience with Python, R modelling, and the CMO Library are a definite plus.
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