Developer IIIPosted: August 26, 2009
Contractor, Model Performance Tracking BRBRThis job primarily involves building and maintaining code used to measure differences between predicted and actual mortgage terminations. Mortgage termination models are critical to Fannie Mae, as they are the foundation of the company s systems for measurement of credit and interest rate risk. Some of the data systems that feed prepayment tracking are being overhauled in order to strengthen frequency and timeliness of reporting, requiring rearchitecting, recoding, and testing of tracking code. Specifically, the position includes the following: BRBR Develop SQL- and SAS-based applications to meet short-term, fast-turnaround ad-hoc projects as well as ongoing production needs. BR Review code and reports generated by other team members. BR Debug legacy code and code written by other team members. BR Become intimately familiar with current business process and identify opportunities for improvement with regard to accuracy, reliability and computational efficiency. BRBRRequired: BR BS or MS in Computer Science, Applied Math, Engineering or equivalent field with three or more years of professional experience in software development. BR Exposure to one or more of the following: mortgage prepayment modeling; mortgage default modeling; credit risk; interest rate risk. BR Knowledge of SAS. BR Extensive experience with relational SQL databases such as Oracle and Sybase. Direct experience with Oracle 10G, including external tables and partitioning. BR Experience with Unix shells and shell scripts. BR Ability to respond quickly to changing priorities. BR Excellent communication skills. BRBRDesirable: BR Understanding of fixed income securities, basic bond math and valuation. BR Knowledge of one or more object-oriented programming language, such as C++, Java, or C#. BR Experience with XML and related technologies. BR Knowledge of PERL. Please refer to job code 08-00512 when responding to this ad.
| Category: | Accounting/Banking/Finance/Insurance |
| | | Location: | Washington, DC | | County: | District Of Columbia County | | ZIP Code: | 20001 | | Pay Rate: | Open | | Job Terms: | full time | | Company: | IT Staffing, Inc. | | Phone: | email only | | Fax: | email only |
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