We are currently seeking a Software Engineer to work with our Structured Products group. The primary responsibilities of this position will include working closely with Surveillance Analysts and Data Team to streamline data collection and quality control, maintain proprietary systems, synthesize differences in data sources and cross-check with model output. You will build out reporting tools and load data in order to allow the investment team to monitor asset performance. In this role, the Software Engineer will work across many areas of Structured Products, such as US and European RMBS, Consumer ABS, CMBS and CLOs. Interaction with trustees and other data providers will be required, as well as internal departments including both Research and Trading. You will also have the opportunity to work on ad hoc projects within the Structured Products group.
• Maintain surveillance data analytics and work with team to identify enhancements to surveillance logic, database, reports and workflow
• Review remits, check payment numbers, update trackers, identify outliers
• Set up new parsing while improving on old scripts
• Process risk runs
• Monitor and track performance of current and new deals
• Ad hoc projects as needed
• BS/BA degree in Computer Science with strong academic performance
• 1-2 years of data entry experience
• Strong programming skills. Experience in in C#, VBA and SQL a plus
• Basic knowledge of economics, finance and accounting
• Solution-oriented and intellectually curious
Please note, we are unable to offer sponsorship for this role.