Fixed Income Quant/Developer C#, New York City, NY
Fixed Income Quant/Developer C#
Company:
Analytic Recruiting Inc.
Location:
New York City, NY
Remuneration:
Compensation Competitive
Years Experience::
5-7 yrs
Position Type:
Permanent
Employment type:
Full time
Updated:
30 Nov 2009
eFC Ref no:
544959
Well respected Hedge Fund located in NYC is looking for a Quantitative Developer who will be responsible for creating and implementing fixed income analytics used by traders and risk managers.
Tools built will include valuation and structuring of various derivatives including swaptions, caps, floors and the construction of relevant curves. Some algorithmic trading modeling and volatility surface modeling may also be expected. Candidates must have hands-on experience coding in C# or Java, strong SQL knowledge and the ability to work independently and translate trader needs into state of the art analytics. Murex knowledge is a plus.
Refer to Job#17088-EFC and email MS Word attached resume to Peter Arian, peter@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Peter as your recruiter contact.
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