C++ Fixed Income and Risk Analytics Trading Systems Developer
1. Senior Front office fixed income C++ analytic developer on trade desk.
develop Credit Derivative Analytics, Pricing systems, Risk Systems, PL, Valuation, integrate pre-existing Models into system and generation of risk reports.
do development on Computing Grid (Symphony), source code can be compiled using any preferred tool, collect market data for pricing, call libraries and results are published to servers for Traders and Risk Managers to view, a little Java.
Knowledge of CDS , Credit Flow, Credit Derivatives a big plus, but any Fixed Income, Risk Pricing or other front office financial product knowledge like Fixed Income Interest Rate Deriv., Corporate Bond Math, Structured Credit, Mortgage would also be OK.
Must be very strong hands on C++ development skills, strong OO design, STL, Multi-threading, Distributed Systems, Boost, GRID and RDMS.
Front office role requires interaction with Traders, Risk Managers and Quants, strong communication skills are helpful..
Education: Bachelors and/or Masters degree in Computer Science preferred.
MUST have approximately 4 to 10 years of previous experience developing Front office Fixed Income Trading Systems.
This is NOT an Entry level Position.
This is NOT a Quant job. Client is not seeking someone with a PhD.
Compensation package can range up to 205K Base plus bonus.
2. Intermediate level C++
Credit Derivative Analytics IT, CDS/CDS Options, CDS Flow, Risk Pricing Systems Risk Valuation Systems. hands on C++ coder. Grid technology, LINUX Production environment.
Candidates must also be hands on with C++ coding and capable on LINUX.
junior or Intermediate level candidates can be considered with other Product experience like
Fixed Income Interest Rate Deriv., Risk Pricing etc........
All candidates MUST be heavy with C++.
Front office role, interaction with Traders and Quants.
Title to AVP, MAX. to 165K Base plus bonus.
Email Cv's with complete contact information in confidence to:
Halliwell Search LLC
RABO@optonline.net
H-1 Visa transfer OK.
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