Careers

Mortgage Securities SQL Programmer/Analyst

(Date Posted: 1/9/08; Position Code #080901-WS)

Description:

The SQL Programmer/Analyst will be responsible for designing and implementing data manipulation applications in a financial analysis and business decision support environment.

The ideal candidate will have strong technical and data manipulation skills necessary to implement systems, a good knowledge and understanding of mortgage backed securities, mortgage derivatives and hedging instruments, and a working knowledge of portfolio analytics concepts (including risk management, modeling and simulation). Formal education in computer science, computer engineering or financial quantitative analysis required.

This is a 6-12 month contract on-site at our client location in northwest Washington, D.C. For successful candidates, our client frequently offers the option of converting to full time employment at the conclusion of the project.

The position is open for an immediate start date.

Qualifications, Skills and Abilities:

The SQL Programmer/Analyst will need the following qualifications, skills and proficiencies:

• Proficient in developing Oracle SQL programs (scripts), including table creation, view creation, complex queries, stored procedures,
• Proficient in formatted flat file data import and extract functionality in Oracle
• Proficient in Unix command line (shell) programming, text file processing (awk, sed, grep, etc.), and file transfer using cp, ftp, rcp
• At least 4 years experience with fixed income financial instruments, including an understanding of MBS, ABS, Government, Corporate and Municipal bonds, MBS derivatives including CMOs, IO and PO instruments.
• Familiarity with common data models and data elements used to represent the above-mentioned financial instruments
• Familiarity with data models and elements used to represent macroeconomic and market data including interest rate curves, market prices, and other macroeconomic data
• Knowledge of Mortgage Backed Security data attributes, including Coupon, Payment Factor, WAC, WAM, WALA, and others.
• The Financial SQL Programmer/Analyst will work on a team of quantitative analysts and technical personnel (programmers), and will primarily support the programmers' needs by developing SQL functionality in coordination with and support of larger application development initiatives.
• At least 7 years hands-on development experience, including at least 5 in a Unix/Oracle environment.
• At least 3 years of recent, hands-development experience in a Mortage Technology area, at Fannie Mae, Freddie Mac, or other mortgage financial institution.

To apply, send resume to job-080901-WS@theoakleafgroup.com