MBS Risk and P&L Developer - job id 32718

Your Way To Work™

MBS Risk and P&L Developer

$780 - Per Day w2

Midtown NYC on 7th

How to Apply


Spencer Sotto


(646) 876-9544


(212) 616-4800 ext-220

A Contract position at One of the largest international banking networks with strong positions in Asia and a significant presence in the United States..

Pay Options: w2.

Contact Spencer Sotto. call (646)876-9544 / (212)616-4800 ext.220 or email spencer@sans.com with the Job Code SS32718 or Click the Apply Now button ().

Location: Midtown.

Skills required for the position: RISK ANALYST, P&L, EXCEL, VBA.

Detailed Info: The team supports all aspects of Mortgage Trading with an emphasis on the daily production of Risk and PnL. We support all the mtiers viz. Trading, Application Production Support, Risk Managers, Business management, Research, Middle Office and Back Office/Settlement systems for Mortgage Trading. The team also handles all mortgage related static and dynamic data storage and dissemination from external vendors like Intex, eMBS, Bloomberg etc

Role Overview:

The role being offered is to participate in this major multi-faceted re-engineering project and work within GM FO IT Risk and PnL as part of the NY Risk and P&L Development team to help deliver this new platform.

The project is aimed on revamping existing usage of Mortgage Analytics engine creating server-based solution to handle numerous client requests. This solution would not only make extensive use of pre calculated data, it would also cache data from calls to the Yieldbook API and make a call in in a parallel manners thus significantly improving the performance of the system. The new approach will also improve the scalability and significantly reduce cost of producing new Risk P&L or regulatory reports.

Development/Computing Environment: Qualifications:

Knowledge of .NET and C# (2-3 years of experience).

Knowledge of VBA / Excel interface (Add Ins, scripting).

Experience in creating server-client multithreaded solutions (WCF or similar)

Knowledge of the XML format and the various ways in which it can be handled in C# and other languages including the Databases like SQL Server.

Experience in the full software development lifecycle.

Excellent troubleshooting and debugging skills

Ability to multi-task and prioritize with a focus on delivery

Familiarity with the Yieldbook Risk platform and its xml interface is a big plus.

Familiarity with Mortgage Trading, Pricing, and Risk Management concepts with special emphasis on the management of Mortgage data available through eMBS, Intex, Bloomberg and other sources is a plus.

Good interpersonal skills given the numerous actors in this re-engineering project.

Able to work autonomously within the requirements of the project and the quant team.

A flexible, hands-on attitude and willingness to make things happen.


The position offers competitive rate.

Job Id: 32718