Wednesday, December 22, 2010

Sr. Quant Developer - (US-CA-Greater Los Angeles)


Sr. Quant Developer - (US-CA-Greater Los Angeles)

Compensation: 
$140K - $150K / Year
Minimum Education: 
Bachelors
Job Type: 
Full Time
Jobcode: 
WJKJA22

Bonuses make the total package approx $195000 

WILL RELOCATE! 

Must be: Citizen or Green Card 

Extremely well spoken, solid background (not skippy) 

BS in Finance, Statistics and/or Computer Science. Advanced degree is a plus 

Must have familiarity with a broad array of Fixed Income Products including Structured Products (RMBS, CMBS, CDO, ABS) and IRS/CDS/CDX wasp and other derivatives 

More than 5 years of hands on development experience developing financial models 

§ Expert in quantitative languages/libraries including at least 3 years experience with SAS. 

§ 3 or more years of experience with one or more advanced object oriented programming language such as C++ 

§ Experience with IT methodology and best practices. 

§ Moderate to expert knowledge of relational databases (Oracle preferred) and Store Procedures required. 



BUSINESS: 

§ Familiar with a broad array of Fixed Income products including Structured Product (RMBS, CMBS, CDO, ABS) and IRS/CDS/CDX swaps and other derivatives. 

§ Familiar with common fixed income analytics and risk measurement terminology and calculations. 

§ Prior experience implementing or enhancing a risk management system is a huge plus. 

Email resume in Word to TheBigGameHunter@cisny.com. Please include the job code for the position with your resume. 

NO VISA TRANSFERS. NO OVERSEAS RESUMES. NO 3RD PARTIES. 

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