(Highest Salary ) Quantitative Developer with IR Derivatives.
Posted by: Quantronix Inc
Posted date: Jun-11-2009
Location: New York, NY 10001 US
Views: 39, Apply Clicks: 3
Our client is a leading market data and financial provider.
Project Description:
The Interest Rate Quantitative Development group is seeking candidates with strong Quantitative development background and experience in Interest Rates Derivatives modeling.
The candidate will be responsible for developing and supporting pricing models for interest rate derivatives, exotic and hybrid products.
The candidate needs to have extensive experience BUILDING MODELS and thoroughly familiar with C++.
CLIENT WILL PAY THE EXPENSES TO FLY INDIVIDUALS IN FOR AN INTERVIEW.
Duties and Responsibilities:
Research, implement and maintain pricing models for interest rate derivative and hybrid (IR/FX, IR/Credit, IR/Equity) products.
Work closely with product development through the full development cycle, from the product initial specification to final delivery to clients.
Work with application developers on integration and testing. Tools/Technologies/Skills/Experience:
5+ years of experience in C/C++ Quantitative Development on UNIX: (Required).
Strong Software Engineering skills in a multi-platform and multi-programmer environment: (Required).
Solid understanding of Interest Rate Derivatives and Hybrids markets: (Required).
Strong communication skills and ability to work in a team environment: (Required).
Education:
PhD in Mathematics, Physics, Engineering and Finance or related field.
QUANTRONIX INC.
Quantronix is a global provider of Staff Augmentation, Executive Recruiting, Business Consulting, Software & Product Development, and IT-enabled Services. Founded in 1982 as a US-based consulting company, Quantronix has grown to have a truly global footprint.
The Professional Services Division is one of our oldest and strongest divisions specializing in providing IT professionals for contract, contract-to-hire, and full-time positions. Our growing talent base of employees ranges from business experts to technology gurus.
Quantronix clients span the breadth from Fortune 500 companies to start-ups on the "bleeding edge" of technology. We have special expertise in Financial Services, Banking & Insurance (FSBI), Manufacturing, CPG & Hi-Tech, Hospitality, Travel & Logistics and eLearning & Publishing as industry verticals.
We invite you to search our jobs database for exciting career opportunities available with our many clients.
Project Description:
The Interest Rate Quantitative Development group is seeking candidates with strong Quantitative development background and experience in Interest Rates Derivatives modeling.
The candidate will be responsible for developing and supporting pricing models for interest rate derivatives, exotic and hybrid products.
The candidate needs to have extensive experience BUILDING MODELS and thoroughly familiar with C++.
CLIENT WILL PAY THE EXPENSES TO FLY INDIVIDUALS IN FOR AN INTERVIEW.
Duties and Responsibilities:
Research, implement and maintain pricing models for interest rate derivative and hybrid (IR/FX, IR/Credit, IR/Equity) products.
Work closely with product development through the full development cycle, from the product initial specification to final delivery to clients.
Work with application developers on integration and testing. Tools/Technologies/Skills/Experience:
5+ years of experience in C/C++ Quantitative Development on UNIX: (Required).
Strong Software Engineering skills in a multi-platform and multi-programmer environment: (Required).
Solid understanding of Interest Rate Derivatives and Hybrids markets: (Required).
Strong communication skills and ability to work in a team environment: (Required).
Education:
PhD in Mathematics, Physics, Engineering and Finance or related field.
QUANTRONIX INC.
Quantronix is a global provider of Staff Augmentation, Executive Recruiting, Business Consulting, Software & Product Development, and IT-enabled Services. Founded in 1982 as a US-based consulting company, Quantronix has grown to have a truly global footprint.
The Professional Services Division is one of our oldest and strongest divisions specializing in providing IT professionals for contract, contract-to-hire, and full-time positions. Our growing talent base of employees ranges from business experts to technology gurus.
Quantronix clients span the breadth from Fortune 500 companies to start-ups on the "bleeding edge" of technology. We have special expertise in Financial Services, Banking & Insurance (FSBI), Manufacturing, CPG & Hi-Tech, Hospitality, Travel & Logistics and eLearning & Publishing as industry verticals.
We invite you to search our jobs database for exciting career opportunities available with our many clients.









