C#/.NET Quantitative Developer (CFA required)– Fixed Income Derivatives/Options Analytics Library – New York recruitment
My client is a rapidly expanding and extremely innovative financial analytics firm, with a number of exciting teams in New York. The firm is currently looking to design and build from scratch a new high volume, high performance, customer facing financial analytics web server cluster and as of such are seeking a very strong developer, with expertise in C#, .NET and great quantitative/business knowledge. You will join a team of highly capable and senior technologists, all at the forefront of financial technology and you will have an amazing opportunity to learn a great amount of new technologies/techniques, as well as financial products and analytics. The team is ideally seeking a talented candidate, who is looking to join a challenging team and face a steep learning curve. Ideally you will have a financial background, with strong knowledge of a wide remit of fixed income derivatives products. You will need to demonstrate strong mathematical/analytical ability and a candidate with strong computer science fundamentals and further finance education such as the CFA or a Masters in Finance.
You will join a team that has an aim to deliver fixed income foreign exchange and derivative analytics in a scalable infra-structure to the firms rapidly increasing global client base. Your specific role will focus on the design and development for the fixed income derivatives library.
Compensation will be very competitive, with great bonus and benefits potential.
The ideal Skill Set for C# Quantitative Developer – Fixed Income Derivatives Analytics Library (Options)
• C#/.NET
• ASP.Net
• Multi-threading
• Fixed Income Experience
• Derivatives/Options experience
• Further financial education eg CFA
• Sold education in Computer Science/Electrical Engineering/Physics etc
Responsibilities for C# Quantitative Developer – Fixed Income Derivatives Analytics Library (Options)
• Take a key role in the design of a customer facing financial analytics web cluster
• Lead design of fixed income derivatives analytics library
• Work closely with senior technologists/quantitative analysts on a global scale
• Take part in full SDLC
• Hands on coding in C#/.Net
This is an amazing opportunity to join a cutting edge and dynamic global firm. You will work alongside like-minded individuals in a collaborative and rewarding environment. The system is being built from scratch, therefore there is a huge amount of design and architecture, as well as the opportunity to innovate and contribute your own ideas on technology. It is important that the candidate has a strong education, great communication skills and is ready to face a steep learning curve.
For more information, please get in touch a cplusplus@selbyjennings.com or call 212 231 8223
Key Skills – C++, C#, .NET, ASP.Net, Developer, Programmer, Quantitative Developer, Quantitative Programmer, Multi-threading, Fixed Income, C#, C++, .Net, Derivatives, ASP.NET, Quantitative Developer, CFA, C#