Quanative Developer - (Big Rapids, MI)

The candidate will join the MSR (mortgage servicing rights) portfolio management team at Bayview et Management, which oversees a $3B portfolio and a model used for pricing, hedging and mark-to-market purposes. The model projects cash flows on an array of items such as, service fee collection, servicing cost and float income. Assignments include maintaining and improving the model (C++) and its user interface (Ms excel, VBA).ESSENTIAL DUTIES AND RESPONSIBILITIES: Initial projects will include: Understand the existing model implemented in C++, user interface in VBA Collaborate with management to implement new features into high quality C++ code SKILLS/KNOWLEDGE/ABILITIES: Strong scientific programming skills with an emphasis on C++ programming Intermediate proficiency in Excel and VBA Strong quanative skills Attention to detail and analytical mindset Passion for technology and software building Previous experience in model implementation EDUCATION AND EXPERIENCE: This is a junior level position; however more