Position : *Sr. Data Analyst / Developer – Unix, C **++, Perl, VBA, SQL** - Trading***
Duration : 6 – 12 months Location : NYC *Role Overview:* Structured Products Data and Research IT group provides data, tools, and ad-hoc mortgage analysis to the trading, research and modeling desks. Individuals in this group are subject matter experts supporting multiple product lines including Agency MBS, Non-Agency ABS/MBS, CMBS, and CDO and have a vantage point allowing them to build knowledge of multiple products. The groups develops RAD solutions and manages large databases with data sourced from vendors such as Intex, eMBS, Reuters, LoanPerformance, Trepp, and other economic data available on public websites. We are looking for a Structured Products data experts who is a "monthly production cycle" type of person who can crack tapes, and perform repeated tasks, looking after monthly reports, providing ad-hoc data analysis and can speak researchers and traders language. Ideal candidate will be a software developer and a data junkie with tape cracking skills who is a subject matter expert on Agency data from eMBS, Intex, Reuters, and CPRCDR.COM. * * *Key Deliverables:* - Work closely with the MBS Agency Research and trading desks to capture requirements and provide ad-hoc mortgage analysis. This includes the construction of SQL queries, calculating prepayment speeds, generating cash-flows, providing loan performance and stratifications. - Construct complex SQL queries to pull data from Sybase and SQL Server database repositories containing over 3 terabytes of data. - Manage the Agency monthly production cycle which includes data boarding, quality control, batch jobs monitoring, and report distribution. Long hours are required on the 4th and 25th business days of the month. - Investigate data quality issues and provide remedy expeditiously - Manage relationships with internal clients and external data vendors - Build data tools, OLAP cubes, middle-tear components to facilitate and simplify access to SPDG data. - Provide effective development activity and project status reports to group head and business stakeholders. *Qualifications:* The candidate is expected to be an extremely qualified developer of the highest caliber, capable of independently extracting requirements, deducing development tasks, and delivering components. Key points include: * * * * *Key Technology skills:* - Strong C++, Perl, VBA are required (5 yrs) - Strong Sybase (Unix) and MS SQL Server DBA skills and SQL development (5 yrs) - Unix and Windows OS expertise is required - Good understanding of Intex and Bloomberg API - Working knowledge of Autosys scheduling, VB, C#, .NET, Web development is an a great advantage *Key business skills:* - Must have worked with Agency Pool Factors data (Freddie/Fannie/Ginnie) - Understands CPRs, CDR, Loss Severities, loan level data stratifications - Understands Pass-throughs, MEGAs, Giants, Platinums, CMOs, Re-Remics - Understands the demands of monthly production cycles Thanks *Shankar * * * *Netpixel, Inc* *shank...@netpixel.com* *Ph: 917-775-9556 * -- You received this message because you are subscribed to the Google Groups "IT provider" group. To post to this group, send email to it-provi...@googlegroups.com. To unsubscribe from this group, send email to it-provider+unsubscr...@googlegroups.com. For more options, visit this group at http://groups.google.com/group/it-provider?hl=en.
