Description
Quant Risk System Developer - Fixed Income - NYC Buy SideA multi-strategy hedge fund in Manhattan is actively looking for a quantitative developer to work directly with their CRO to build, test, and improve their internal risk system. They are looking for someone to own their fixed income system, as that is what they are going to be building out. The right candidate will have good experience with VaR methodologies, stress testing and derivatives pricing models. Ideal experience is with R, Matlab, or SAS and C++ or C#.
Please send an updated resume for this full time position. Total compensation is up to 325,000 K, dependent on current comp.
To find out more about Huxley Associates please visit www.huxley.com