Software Developer, CMO Analytics
Summary
Build and maintain a C++ cash-flow projection engine and tools for mortgage- and asset-backed securities analytics in Yield Book.
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…