Quantitative Developer 3156

Recruiter
Financial Services
Location
Greenwich
Salary
Competitive
Posted
Oct 10, 2016
Closes
Nov 07, 2016
Role
IT
Industry
Computer
Employer Type
Direct Employer
Employment Type
Permanent
Hours
Full Time
Job Description:

Title: Quantitative DeveloperLocation: Greenwich, CTSalary: $160K Base + up to $100K BonusTravel: None Only US Citizens or Green Card Holders - No Sponsorship Available Position Description:Looking for a quantitative developer on the risk management side; someone to support risk valuations workflow (proprietary risk management system), troubleshoot/tune-up proprietary risk models, specific research and development projects of new models within existing proprietary platform, integrate 3rd party models (Numerix, etc), work ad-hoc analytics. Qualifications/Skills Requirements:• 3 years in financial services with development/coding models• Quantitative development in MS VS C++ on Windows• Solid SQL and data access from C++• Experience or in depth understanding of modeling equity derivatives, interest rate derivatives, exotic FX options,volatility derivatives, credit derivatives and convertible bonds• Pluses: C#, MATLAB, Numerix, Barra, MS SQL SSIS/SSRSEducation:• Best: BS in Computer Science and PhD in Mathematics• Good: BS/MS in Financial Mathematics, Computational Finance, Financial Engineering, AND PhD in TheoreticalPhysics, Statistics

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