Derivatives Manager/Lead (Fixed Income, FX, Equitites) (C++, C#) – Green-Field Derivative, Structuring and Pricing System recruitment

My client is a Leading Global Financial Analytics firm, with a great reputation for its forward thinking and collaborative culture, as well as its heavy investment in cutting edge technology. Through continued expansion and a number of very exciting plans for 2012/2013, the team is building from scratch a green-field derivatives structuring and pricing system.

The team is home to a number of highly capable developers and quantitative analysts, with impressive background in the derivatives space. The team is now looking for a lead quantitative developer/manager to take a critical role in the group. You will take responsibilities for a number of projects that include option pricing, structuring calculators, analytics services and market data. You will work closely with the business to establish requirements and translate these into innovative solutions. As a lead figure you will be expected to have vision and passion, driving forward the team and contribute to all levels of design, architecture and management. Since this a Green-Field project, you will be extremely hands on, with solid hands on experience in C++, Java or C# as well as deep knowledge of financial calculator or products.

The firm can offer you a great opportunity to work in an open and collaborative environment, in which all employees are rewarded very well for performance and contribution.

The ideal candidate will already be in a Senior or Lead Quantitative Development role, ideally within a derivatives environment. This role will offer you the next step forward in  your career,  building a system from scratch and managing a rapidly growing team.

Ideal Skill Set For Derivatives Quantitative Development Manager (C++, C#) - Green-Field Derivative, Structuring and Pricing System;

• Extensive experience in a quantitative development role (using C++, C# OR java)

• Experience with HPC (CUDA/GPU) and functional programming languages would be welcome

• Knowledge of derivatives products

• Experience with option pricing, structuring calculators, analytics services, market data

• Experience designing large scale systems from scratch would be a big plus

• Strong quantitative/analytical skill

• Great communication skills

• Ability to lead/manage a team

Responsibilities for Derivatives Quantitative Development Manager (C++, C# ) - Green-Field Derivative, Structuring and Pricing System;

• Lead/manage a team of quantitative developers/analysts

• Take a key role in the design/development of a GREENFIELD derivatives structuring and pricing system across all asset classes (FX, Fixed Income, Commodities, Equities)

• Hands on architecture/coding

• Innovate and introduce new technologies/ideas

• Work with senior managers/global heads of the team in NY to drive the team forward

This is a very unique opportunity for a senior developer/quantitative developer to take a management role in a very exciting and dynamic global firm. You will have an amazing opportunity to use cutting edge technologies and lead a team in designing a system completely from scratch, at the same time utilizing your strong quantitative and financial knowledge.

Compensation will be very competitive, with great bonus/benefits and a fantastic working culture/life balance.

The team has just begun its search and they are looking to speak to candidates asap. For more information please contact cplusplus@selbyjennings.com or call 212 231 8223

Key Skills; C, C++, C#, Python, C, C++, Python, C#, .Net, Derivatives, Development, Quantitative Development, Quantitative Analytics, Fixed Income, FX, Foreign Exchange, Equities, Derivatives, Options, Manager, Library, Pricing, Market Data, F#, Scala, Functional Programming, Quantitative, C++, Unix, Linux