Unclassified - Washington, DC
posted about 1 month ago
Our Single-Family Analytics team located in DC and Herndon, VA is looking for a Software Engineer that will be part of developing on some of our most critical applications. You will be a member of a development team inside of the Analytics department and will be solving highly quantitative challenges to solve some of our largest problems. As a Software Engineer, you will be responsible for working on new custom development projects using Java/JEE and be part of moving our entire platforms to AWS. You will also be interfacing with our analytics, business, and technology teams to transform and automate the way that the work gets done. In this role, you will implement models, algorithms, and calculations using Java, and build internally facing web applications. You will collaborate with analysts, economists, and the business to design web solutions to challenging problems. Your responsibilities will include conferring with product managers, marketing staff, capital market staff, or business unit management to determine analytical or product-related needs regarding product, investment instrument, market activity, or complex transactions to be analyzed. You will use one or more analytical tools from a suite of mathematical/application tools to perform appropriate analysis on specified products, transactions, market activity, or investment vehicles that have multiple variables affecting potential outcomes. You will report in a quantitative manner on parameters of proposed purchases, sales, marketing actions, structures of transactions, or market activity, and risk factors and the degree to which they could affect outcomes. Additionally, you will participate with product management, treasury, or capital markets staff in exercises to value derivatives or other complex products, or to revise models used to perform these valuations. Performing ad hoc analyses as needed and assisting managers of specific product lines with analytical, valuation, or pricing projects will also be part of your duties. You will collaborate with teams planning or structuring transactions to assist in credit analysis and pricing, perform loss forecast analysis and reporting, and ongoing ad hoc model development and analysis for specific clients needing high-level quantitative analysis of credit risk, product valuation, asset analysis, and the like. You will propose new risk indicators for senior staff/management approval and implementation, assist with consulting with the business owners, and design and implement an interface to record key indicators while researching industry best practices of analyzing and reporting key performance indicators. Furthermore, you will design basic to moderately complex test cases and test applications for systems used for a variety of analytical, pricing, risk management, or credit pricing to ensure the business needs are met and analytics are correctly implemented.