Software Developer, CMO Analytics
Core
Develop and maintain a proprietary C++ software library and data store serving as the cash flow projection engine for mortgage-backed and asset-backed securities analytics.
Role type
Senior Associate Software Developer (Financial Engineering)
Builds
Cash flow projection engine, analytics tools, and testing frameworks for ISD Analytics platforms
Domain
Financial markets infrastructure, mortgage-backed securities, asset-backed securities
Deliverable
production ML models | product features
Required skills
C++, Python, data store management, cash flow modeling, software library development, unit testing
Responsibilities
Develop and maintain proprietary C++ software library and data store; Create tools to reverse engineer and maintain cash flow models; Integrate software library and data sets into ISD Analytics platforms; Develop Python test suite to build and enhance testing framework
Seniority
Senior Associate, hands-on IC