Quantitative Programmer - (US-NY-New York)

Quantitative Programmer - (US-NY-New York)

Compensation: $130K - $150K / Year
Minimum Education: MS

Job Type: Full Time
Jobcode: ISSJA2

Leverage your strong C++ and stochastic mathematical skills to become a quantitative analyst. Enhance and extend our pricing and risk models. These models are used by leading traders and risk managers at hedge funds and investment banks around the world. 

* MS or PhD in Quantitative Finance, Mathematics, or a related discipline (eg. Physics, Engineering) required. 

* Experience in quantitative modeling of equity derivatives, FX derivatives and credit derivatives desired. 

* Five years experience programming in C++. The ideal candidate will be a practitioner in C++ with the ability to create highly-reusable and easily-extendable modular code that fulfills the quantitative requirements using suitable design patterns. 

* Knowledge of relational databases is a plus. 

* Ability to work independently and within a team in a customer-facing environment. 

* Business-related acumen in trading and/or risk management support a definite plus. 

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

NO RELOCATION. NO OVERSEAS RESUMES. NO 3RD PARTIES. 

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