C++ Developer Fixed Income (Pricing/Risk Analytics) – Boston recruitment
The applications [risk calculation engines, risk based portfolio construction and portfolio attribution models are used to measure market exposures and duration: OAS, VaR for Fixed Income and Corporate Credit investments. The Candidate must have 5+ years of solid C++ development skills in a Linux environment, python, perl shell scripting skills, experience in Matlab and R are preferred and experience working on fixed income valuation and analytics applications and a quantitative degree. Project Management skills are also a plus.
Keywords: C++ developer, model review, implementation, risk measures, risk calculation, SQL, fixed income, advanced math
Refer to Job#19376-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim as your contact recruiter.