Job Description:
Job ID(18205) |
A high-end buy side firm with offices in New York is building-out its fixed-income analytics infrastructure for the valuation of credit derivatives (such as single name CDS, index CDS, tranched index CDS, corporate bonds and convertibles). Candidates should have 5 – 7 yrs of relevant, hands-on experience and can help in architecting and implementation of a C++ based framework to host a variety of its analytical components. The candidate should have broad and in-depth knowledge of C++ in conjunction with expertise in credit derivatives and the components of their analytical valuation such as such as survival probability curves, correlation interpolation, and implied losses. Understanding of credit term-structure modeling and copula models is a plus. This position offers a base salary, competitive bonus and a comprehensive benefits package. Opportunity for career advancement.
If you are a suitable candidate, you can expect:
a follow-up call to further discuss the position, your interests and expertise.
Your resume will be sent to our client(s) only after we obtain your approval.
Recruiter: Steve Schallop
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