Quant Developer NYC
Quant Developer
Job ID: Job-1656
Job Title: Quant Developer
location: New York, NY
Jobtype: Permanent
Rate: $140K - $150K +bonus
Description: Quantitative Programmer to join a Risk Team.
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.
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