- New York, NY, États-Unis
- CDI, Plein-temps
- Credit Suisse -
- 20 juil. 18
Mortgage Analytics Data Developer - Vice President #116479
The Structured Products Data and Research group (SPDG) captures data from numerous sources covering Agency & Non-Agency ABS, MBS, CDO/CLO, and CMBS sectors. Our team provides the Securitized Products front-office with data, tools, and responds to ad-hoc mortgage surveillance inquiries from the trading and research desks. Individuals in this group are subject matter experts supporting multiple product lines.
We are looking for Mortgage SME who worked with very large databases and built APIs to manage that data and can respond to ad-hoc requests on the collateral and structures of the underlying deals. The role involves collecting and cracking data feeds from numerous sources into data repositories and building processes that leverage that data. Ideal candidate will be a software developer who is a data junkie with excellent tape cracking skills and is considered a subject matter expert on Intex API and loan level data from vendors such as Core Logic, Trepp, and eMBS. In addition to strong .NET (C#/C++) skills, the candidate must have strong database skills and can leverage Intex CMOSSUBS.
- Intensive monthly tape cracking and data normalization
- Investigate data quality issues and provide remedies
- Construct complex SQL queries to pull data from Sybase and SQL Server database repositories containing over 10 terabytes of data.
- Build data tools, Stored procedures, Spreadsheets (VBA), and OLAP cubes
- Provide ad-hoc mortgage analysis. This includes the construction of SQL queries, calculating prepayment speeds, generating cash-flows, providing loan performance and stratifications.
- Support price/cashflow calculators output from Intex API.
- Hands-on experience working with Agency & Non-Agency securitized products data
- Experience working with Agency Factors & ABS/MBS loan level data. Major vendors include Core Logic, McDash, Intex, and eMBS.
- Solid .NET development skills (C#/C++).
- Solid SQL scripting and database management skills (SQL Server/Sybase).
- Can calculate CPRs, CDR, Loss Severities, stratifications from loan and pool level data.
- Solid understanding of Intex CMOSUB.
- Experience with Unix OS, Autosys, and Perl.
- Must be familiar with CMOs, ReRemics, Pass-through, Bond Cash flows & Pricing concepts.