Software Developer, CMO Analytics

London Stock Exchange Group•Buffalo, NY

13d•Onsite

About The Position

The job responsibilities include developing and maintaining a proprietary software library written in C++ and data store which serves as the cash flow projection engine underlying Yield Book’s analytics for mortgage-backed and asset-backed securities. Create and maintain tools used by analytics to reverse engineer and maintain cash flow models for mortgage-backed and asset-backed securities. Collaborate with internal development teams to integrate the software library and data sets into various ISD Analytics platforms. The developer will also work on Python to create a suite of tests to build and enhance a framework to test the software library.

Requirements

C++
Python
Software library development
Data store maintenance
Cash flow projection engine development
Analytics for mortgage-backed and asset-backed securities
Tool creation for reverse engineering cash flow models
Integration of software libraries and data sets into platforms
Framework development for software testing

Responsibilities

Developing and maintaining a proprietary software library written in C++ and data store which serves as the cash flow projection engine underlying Yield Book’s analytics for mortgage-backed and asset-backed securities.
Create and maintain tools used by analytics to reverse engineer and maintain cash flow models for mortgage-backed and asset-backed securities.
Collaborate with internal development teams to integrate the software library and data sets into various ISD Analytics platforms.
Work on Python to create a suite of tests to build and enhance a framework to test the software library.