Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED FOR USA WORK, email resume QuantRec @gmail.com
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You can fax in resume to 206-202-7703 as well.
PLEASE BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).
Also include the best times to reach you over the near term.
Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
Acts in the highest level technical role as an individual contributor for the most complex computer applications and/or application initiatives. Utilizes a thorough understanding of available technology, tools, and existing designs. Works on the most complex problems where analysis of situations or data requires evaluation of intangible variance factors. Plans, performs, and acts as the escalation point for the most complex platform designs, coding, and testing. Leads most complex multiple modeling, simulations, and analysis efforts. Acts as expert technical resource to programming staff in the program development, testing, and implementation process.
Basic Qualifications 10+ years application development and implementation experience.
Minimum Qualifications 5+ years experience in RMBS trading including any of agency & non-agency CMOs, ARM pass-through & specified pools, FNMA/FHLMC/GNMA TBAs & specified pass-through pools, hybrid ARMs, structured CMOs, reverse mortgages, whole loans and non-economic residuals. - 5+ years working in a capital markets trading floor environment interfacing with trading, middle office, operations, finance and risk organizations. - 1+ years experience with Bloomberg and Intex - 5+ years experience with VB, Excel/VBA, .Net, C#, SQL server, C/C++, Java, and Perl scripts - Deep understanding of mortgage prepayment/default models, and strong analytical and problem solving skills
Preferred experience with broad capital markets products including any of cash, derivatives, equities, foreign exchange, commodities, etc. - Preferred experience WinFITS. - Masters or PhD in computer science or other technical/quantitative disciplines