C++ / Perl/ SQL and .Net/ C# - Tape Cracking Developer - job id 30394

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C++ / Perl/ SQL and .Net/ C# - Tape Cracking Developer


Lower Midtown

How to Apply


Spencer Sotto


(646) 876-9544


(212) 616-4800 ext-220

A Contract position at one of the top Investment banks..

Pay Options: IC - Self Incorporated or w2.

Contact Spencer Sotto. call (212) 616-4800 ext.220 or email spencer@sans.com with the Job Code SS30394 or Click the Apply Now button (Sorry, NO 3rd Party (Subcontract) or 1099 for this position!).

Location: Lower Midtown Manhattan.

Skills required for the position: TAPE CRACKING, ABS, MBS, C++, PERL, SQL, C#, INTEX.

Detailed Info: to do "tape cracking" for ABS/MBS loan level data from Freddie/Fannie/Ginnie factor tapes. Must be hands on in the actual tapes. Must have hands-on experience working with Agency Factors files. Major vendors include eMBS, SIAC, and Reuters. knowledge of Agency file types and content is a must. Must have worked with ABS/MBS loan level data. Major vendors include CoreLogic and LPS/McDash. Must have strong .NET development skills (C#/C++). Can calculate CPRs, CDR, Loss Severities, stratifications from loan level data. Solid understanding of Intex CMOSUB. Working knowledge of Unix OS, Web development, Perl is a plus. Must be familiar with CMOs, ReRemics, Passthroughs, Bond Cash flows & Pricing concepts. The job is about 70% development/coding especially in SQL/PERL/C++.

Development/Computing Environment: Tape Cracking, ABS MBS Loan level data from Freddie/Fannie/Ginnie factor tapes. Agency Factor Files. C++ / Perl / SQL / C# Knowledge of Intex CMOSUB.

The position offers competitive rate.

Job Id: 30394