MBS C++ Developer in New York, NY

Global Investment Bank located in New York City has an immediate full time opportunity for an experienced MBS C++ Developer.Summary We are currently seeking a talented Risk Development individual with good knowledge of C++ programming and excellent communication skills. In this role the successful candidate will join the Rates/MBS Risk development team responsible for the development of the systems and infrastructure that calculate and present risk metrics to the business. The candidate will be heavily involved with the MBS risk reengineering (in collaboration with quant research and London risk teams) project. This will involve development of MBS Analytics and their integration into the global risk platform.The ideal candidate will have good skills in C++ and have experience in the development MBS risk systems. Good understanding of Fixed Income products, especially MBS, is essential. They will be a team player capable of working with immediate team members, Front Office IT support groups, quantitative research and trading groups.Duties and Responsibilities Develop and enhance our in-house analytics libraries. Build Excel add-in functions for the desks. Integration of the libraries with Market/Static data systems. Integration with global risk systems. Support and maintenance of the scenario risk calculation batches Troubleshoot and resolve production issues Communicate status and report issues to the project leaderQualifications 4 5 years of C++ development experience At least an undergraduate degree in a numerical/engineering subject Familiarity with Fixed Income Trading, Pricing, and Risk Management concepts Good knowledge of MBS products (Pools, TBAs, ARMs, CMOs) and their valuation concepts (OAS, ZVOL, Prepayments, IR Projections, Monte Carlo etc) Excellent knowledge of C++ Experience in the full software development life cycle Proactive team player with a can-do attitude Excellent troubleshooting and debugging skills Candidates must be excellent analytical problem solvers Excellent oral and written communication skills Attention to detail, thoroughness a mustPreferred Qualifications Experience of interest rate derivatives (Swaps, Swaptions, Exotics etc) Knowledge of Intex and/or AFT/FIS prepayment model Experience of .NET (C#) Knowledge of databases (especially SQL Server) Excel expertise To Apply to this job go to http://www.GadBall.com or click here