Java Developer(Do Not Reply Back to this mail.)

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Do Not Reply Back to this mail. Please send your Profiles to santoshr@addonusa.com

Rate: $60/hr
Type: C2C
Length: 6 Months+
Location: New York City

Looking to hire a technology developer/risk analyst to help develop and support solutions for the FIC Mortgages business. The individual will be responsible and accountable for building and supporting a risk service for the MBS trading desk to calculate risk values on demand. The risk service will integrate with market data (Tradeweb, Dealerweb, Bloomberg, etc), external vendor systems(Intex, YieldBook, Polypaths, etc), a prepayment model and an interest rate model for calculating risk on agency and non-agency MBS Products as well as MBS hedge products (CMO, ABS, TBA's, Pools, MBS Derivatives, Treasuries, Swaps, etc). The MBS risk service should allow each user the ability to run calculations based on their saved scenario's and model calibrations. The MBS risk service should be fault tolerant and extensible to additional products. The MBS risk service will integrate with the MBS trading and pricing platforms for reporting and valuation on demand.

Qualifications:
7+ years programming in core Java
4+years of experience working in the MBS industry space
2+ years integrating MBS analytics and calculating MBS risk valuations.
2+ years experience with Polypaths
Strong multi-tasking skills with capability to adapt to rapidly changing environments
Strong math and analytical skills


Preferred:
CFA or equivalent
2yrs C/C++ programming experience
2yrs experience with Intex

Responsibilities:
Provide timely pricing and risk values
Integrate pricing and risk analytics for MBS models (pricing, prepayment, interest rate) and MBS products and hedges(CMO, ABS, PT, MBS Derivatives, Swaps, Treasuries, etc) into the firm's MBS trading systems for display and reporting

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