Job Description:
Job ID(18516) |
An investment bank with offices in New York is building-out its capital markets risk technology and analytics effort for the valuation and risk management of a wide variety of fixed-income products: MBS, ABS, CMBS, sovereign bonds, agency debentures, treasuries, interest-rate derivatives and futures and is seeking candidates with 5 – 10 years of relevant market-risk, credit-risk, VaR, or financial product valuation methodology experience who can help in the architecting and implementation of a C++ , Java , C#, Sybase and Oracle componentized framework.. The candidate must have solid programming or database experience with one of the aforementioned programming languages coupled with broad and in-depth computer science knowledge with either a Masters degree or PhD in computer science from a top university, or a Bachelor’s degree in computer science coupled with a Masters degree in another scientific discipline.
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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