C++ Developer – Mortgage Backed Securities

The position requires fixed income product knowledge (swaps, options, bonds, futures, etc), in addition to experience with mortgage backed securities and excellent C++ skills. Candidates must be capable of troubleshooting, problem solving, and should be able to support development throughout the full lifecycle.

Good communication skills are necessary as you will be in working relationships with the quant research team, IT support, and traders. Familiarity with interest rate derivatives, risk management, and pricing is a plus.

Desired Skills:
- C++
- UNIX/Windows
- STL, Perl, Python
- Multi-threading
- Swaps, bonds, treasuries, & rates

If you’re a C++ expert looking to develop your skills on an interactive MBS risk development team at a key investment firm in New York City, contact:

Kim Maher
Huxley Associates
(212) 707-8112