Very urgent requirement Senior Mortgage Analyst in NYC Immediate interview

Hello,                                               

Hope you are doing well,                                        

Please go through the following requirement and let me know on Dhruv@riderconsultinginc.com if you have any available

Role Senior Mortgage Analyst
Location midtown NYC.

Duration Long Term

Description:

Structured Products Data and Research group (SPDG) provides data, tools, and ad-hoc mortgage surveillance to the trading & research desks. Individuals in this group are subject matter experts supporting multiple product lines including Agency MBS, Non-Agency ABS/MBS, CMBS, and CDO. We are looking for a Structured Products data expert who can manage the Agency factors monthly production cycles, crack tapes, verify monthly surveillance reports, provide ad-hoc MBS/ABS surveillance and can speak researchers and traders language. Ideal candidate is a hand-on senior software developer and a data junkie with tape cracking skills who is a subject matter expert on Agency factors and Non-Agency data from eMBS, Intex, CPRCDR.COM, and Corelogic. Deliverables include:
o Manage the Agency factors production cycle which includes Freddie, Fannie, and Fed data boarding, quality control, Auto-sys batch jobs monitoring, and report distribution. Long hours are required on the 4th and 25th business days of the month.
o Work closely with Research and trading desks to capture requirements and provide ad-hoc mortgage analysis. This includes the construction of SQL queries, calculating prepayment speeds, generating cash-flows, providing loan performance and stratifications.
o Construct complex SQL queries to pull data from Sybase and SQL Server database repositories containing over 7 terabytes of data.
o Investigate data quality issues and provide remedy expeditiously
o Support price/cash flow calculators based on Intex API
o Build data tools, OLAP cubes, middle-ware components to facilitate and simplify access to SPDG data.

ð Required Skills:
o Must have worked with Agency (Freddie, Fannie, Ginnie) Pass-through, CMO, and loan level data. Vendors who provide this data include SIAC, eMBS, CPRCDR.COM, and CoreLogic. Candidate must be a Subject Matter Expert in this area.
o Deep knowledge of CMOs, ReRemics, Pass-throughs, MEGAs, Giants, Platinums
o Expert at calculating CPRs, CDR, Loss Severities, Pricing, Cash flows, and loan level stratifications.
o Understands the demands of monthly production cycles
o Expertise in Perl, C#, C++, Autosys, and scripting is a must.
o Expertise in Sybase & MS SQL Server inner workings is a must
o Unix and Windows expertise is required
o Expertise in Intex desktop/Intexcalc and CMOSUBs is a must
o Expertise in Autosys scheduling is a must

Thanks,
Dhruv Soni

Phone : 218-656-0396
Email : Dhruv@riderconsultinginc.com
Gtalk : rider.dhruv1