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TSR Consulting Services, Inc.
  Company Profile
With more than 30 years of experience in the information technology business, TSR is positioned to fulfill virtually any application or systems need of our clients. From legacy systems developers to e-commerce systems architects, TSR can provide a full range of IT staffing needs involving numerous areas of expertise from telecommunications to banking and insurance.
  Job Details 

Developer for Structured Products : .NET, C#, MVC, AJAX : New York, NY

Posted On:  7/9/2021 2:53:23 AM

Developer for Structured Products

No. of vacancies:  3
Qualifications:  Bachelor’s degree
Essential Skills: 
Minimum Total Experience:  4
Job Tenure:  Contract - Corp-to-Corp
Salary Offered:  DOE
Job Location:  New York NY United States

  Job Description
We are looking for a developer who understands Structured Products (agency and Non-Agency ABS/MBS/CMBS/CDO) and with strong database skills. Ideal candidate has experience supporting the trading or research desks and has a hybrid technology/business skills. Most development will be on Windows using .NET 3.5, ASP, JAVA, SQL server, SSIS, and Analysis Services. Ideal candidate would also have experience programming Intex API and have worked with loan level data from LoanPerformance and agency pool data from eMBS.
Manage the Non-Agency monthly production cycle which includes data boarding, quality control, batch jobs monitoring, and report distribution. Long hours are required on certain days in the month.
Work with the 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.
Support the migration of several applications from SQL 2000 to 64bit SQL 2008 server. This includes migrating DTS packages to SSIS and re-deploying cubes using Analysis Services.
Support the migration of several Web tools to ASP 4.0 / MVC / AJAX / JAVA
Key Technology skills:
Strong .NET, C#, MVC, AJAX skills on Windows platform
Strong SQL Sever 2008, SSIS, Analysis services skills
Previous experience with Perl, Curl, and VBA
Intex API experience is also preferred
Unix OS expertise is a plus
Key business skills:
Must have experience in Structured Products Agency and Non-Agency securities
Understands CPRs, CDR, Loss Severities, loan level data stratifications
Understands cashflows, CMOs, Pass-throughs
Understands the demands of monthly production cycles
Must have experience with mortgage loans third party vendor feeds such as Intex, CoreLogic/LoanPerformance, McDash

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