Developer / Mortgage Core Modeling Group

UBS is a leading global financial services firm. Our Investment Bank is one of the world’s top global investment banking and securities firms, providing a full spectrum of products to institutional and corporate clients, intermediaries, government and hedge funds worldwide. By combining your talent and our strengths, we can acheive great results.The role is for a developer in the Mortgage Core Modeling group. This position will involve creating tools and utilities to structure, model, analyze and hedge Fixed Income securities (primarily mortgage backed securities), and developing analytics, reports, and controls around our modelsPreferred Qualifications:MS or Ph.D. in Comp Science, Math, Engineering or Physics Knowledge of MBS products, CMOs, Pass-thrus, whole loans Knowledge of MBS pricing models: prepayment, OAS, term structures Experience developing mortgage analytics and trading systems Minimum 2 years direct experience supporting a mortgage desk Minimum 5 years experience developing C/C++ systems on a Unix platform (preferably Solaris)We can offer you an exciting, fast-paced working environment, a culture of mutual respect and teamwork and the opportunity to play a vital role in our growth.If you are attracted to joining an organization where every individual’s contribution counts and where your talent will impact on our future, please apply for this position. It starts with you. Disclaimer / Policy Statements UBS is an equal opportunity employer. We respect and seek to empower each individual and the diverse cultures, perspectives, skills and experiences within our workforce.
REQUIREMENTS
Basic Qualifications:Minimum 2 years experience developing C/C++ systems on a Unix platform (preferably Solaris)
Minimum 2 years experience working with Sybase