Description
Quantitative C++ Developer - Interest Rates - FinanceMy financial client is looking for a Quantitative Developer contractor who is experienced developing with C++ (C#/Java) to join the Risk IT team and help build a stress testing structure for some complex Fixed Income products. A knowledge of Interest rates/Commodities is necessary.
- Strong C++ skills
- Good product knowledge: Interest Rates and Commodities
- Confident with quantitative models and communication with Front Office
Location: Chicago, Illinois
Duration: 6 months (probably extensions)
Contact: Frank Stephenson