Job Description:
Job ID(17088) |
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.
Recruiter: Peter Arian
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