Salary: competitive base + bonus
State: New York
City: New York City
Postal Code: 10010

Job Description:
The Mortgage Structured Products team seeks talented and motivated software developers with proven abilities in delivering well-designed software solutions. The team is responsible for delivering a comprehensive data and analytics platform for a wide variety of domestic and international residential, commercial and asset-backed securitizations. We are presently spearheading the development of an array of products such as sophisticated structuring tools, flexible cashflow engines, advanced credit/risk analytics, and development of a sophisticated valuation/pricing product addressing all securitized asset sectors. Programming typically utilizes C and C++, as well as scripting languages such as Python, Perl and Lua. The development team employs high performance computing architectures and design methodologies, including parallel programming techniques. Core technologies used include Linux/Solaris, GPGPU (CUDA) and cluster computing. The candidate should possess excellent communication skills and a strong desire to learn the sophisticated Mortgage Structured Products securities domain including structuring techniques, default and prepayment modeling, amortization methods, and advanced Fixed Income analytics.

Qualifications:
- BS/MS/PhD Degree in Computer Science, Engineering, Finance or Related Field
(or equivalent expertise)
- 3+ years hands-on C/C++ development experience on Unix (or equivalent expertise)
- Solid understanding of Data Structures, Algorithms, and Object-Oriented design
- Expert debugging skills
- Ability to write clear and well-documented code
- Solid verbal and written communication skills
- Knowledge of Perl, Python, Unix scripting is a plus
- Knowledge of Mortgage/Asset structuring, residential loan analysis, or Fixed
- Income Markets is a plus

Skills: C, C++, UNIX, Scripting
Apply to URL: http://clarityjobs.com/jobdetail.html?reqID=0096