Allow me to introduce myself, my name is Pradeep and I work for Mastech Staffing Services. We are a consulting organization. For further information you could visit our website at Mastech

Currently we are looking for a Financial Engineer in Herndon, VA please let me know if you would be interested in applying for the same. If interested then please send me your most updated resume in word format.



Multiple Positions to be filled.

Position: Financial Engineer

Duration: 6 -12 months contract

Location: Herndon, VA



Requirement Description:

3-5 Years of Related Work Experience (or a PhD w/ 1+ years of work experience)



Qualifications/Skills

Must have excellent quantitative skills and an understanding of fixed income securities;

Be able to interpret whitepapers for model and/or analytics changes and establish baselines;



Knowledge of and experience with the following:

- Time Value of Money, Bootstrapping, Volatility/Risk, Day Counts

- Interest rate term structure models and Pre-payment Models

- Mortgage Backed Securities (FRM, ARM, CMO, Strips, Reverse Mortgage, etc.)

- Debt/Derivatives (Fixed/Floating bonds, Swaps/Swaptions/Cancelable Swaps, etc.)

Be able to work with financial analytics (Ex. Duration, Convexity, Vega, WAL, etc.)

Experience in C++, Database/SQL, XML/XSLT, and familiarity with UNIX environments



A Plus, If You Have

Prior exposure to SDLC/Clear Quest/Quality Centers

Familiarity with, the Secondary Mortgage Business, and Risk Management

Experience with SAS/MATLAB, and Shell scripting/Perl/VBA




Thanks and Regards



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Pradeep Shrivastava

Sr. Technical Recruiter