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Financial Analyst
Location: Herndon, Virginia
Duties and Responsibilities
- Write system requirements & conduct testing
- Business expertise: Loan, MBS and CMO
pricing, including understanding of term structure model, prepayment model,
default model, loss severity model, home price model, Intex, Guarantee fee
calculation, etc.;
- Data expertise: loan attributes and their
importance to the credit and prepayment models.
- Technical expertise: Experienced user of
Unix; Experience in writing system specs and conduct testing.
- Excellent communication and interpersonal
skills.
- Programming experiences in SQL, Unix/Perl
scripting, Java, C++.
- Familiar with accounting principals and FIN
45, FIN 46, FAS 99, FAS 140.
- Design logical applications, services and components
Education and Experience
- Bachelor's degree in
Math/Engineering/Finance
- 4 years or more of experience
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