Description
My client is a leading Global Investment Bank with a powerful market presence, and are seeking an exceptionally talented C++ developer for their business-backed technology team. You will be working in an experienced team of technologists, quantitative analysts and traders, who are at the forefront of cutting edge technologies and new innovations.The successful candidate will be responsible for the development of a powerful pricing and risk engine framework, developing and integrating business critical various pricing models and algorithms. Unlike other similar positions, this role will not involve any support - there is a decicated first and second line support team, with third line responsibilities being covered by a number of permanent employees.
Responsibilities for the C++ Fixed Income/Credit Analytics Developer - (C++, Unix, Quantitative Development, Fixed Income, Credit) - Wall Street, New York City
C++ development with a strong quantitative background
Good communication skills - you will be interacting with traders and financial stakeholders on a daily basis
Derivatives knowledge
STL and Perl/Python
The Person C++ Fixed Income/Credit Analytics Developer - (C++, Unix, Quantitative Development, Fixed Income, Credit) - Wall Street, New York City
C++ development of pricing and risk engine framework
A proven track record of implementing regression testing framework and model calibration
Strong quantitative first degree (Mathematics, Physics or similar)
Previous work in an investment bank or hedge fund is ideal
My client is starting to interview for this position from Monday 8th November, and will be looking to have chosen a candidate by December. If you are interested in joining this highly successful team, and feel that you have the dedication, drive and enthusiasm to further expand this team, please forward your Resume.
Kavi Kumar
Key Words:
C++, Quantitative Developer, Engineer, Unix, Quantitative Development, Fixed Income, Credit, Wall Street, New York City, USA