Desk Quantitative Developer – Credit Derivatives/Interest Rate Derivatives – Risk Engine/P&L (C++) recruitment
My clients is a leading global Investment Bank, well recognized for its strong presence in the credit derivatives and interest rate derivatives markets. Through continued expansion of the team in New York and a focus on building and improving the technology/quantitative systems, the team is seeking a talented C++ quantitative developer to take a key role in the team. You will join a small and focused team of developers/quants responsible for designing a cutting edge risk engine that provides risk PL data across credit derivatives, interest rate derivatives and bonds. The candidate will interface heavily with the core analytics libraries and be responsible for designing new front office applications for derivatives pricing and risk. You will need a very strong background in C++ programming, ideally with experience of STL, Boost, Multi-threading, UNIX and Linux. As well as excellent programming expertise, the candidate will need to have strong financial experience and ideally a background interest rate or credit derivatives. This is a front office role and will require heavy interaction with traders. Therefore you must have good communication skills and the ability to work in a fast paced and often challenging environment. The business continues to grow in New York, therefore this is a great opportunity for a strong quantitative C++ developer looking to take a high impact role on a successful and expanding desk. The bank is known for its focus and investment and technology. While the candidate will have a solid C++ background, they will also be open to seeing those with experience and interest in python, F#, Haskell and any other functional programming languages.
To summaries, the ideal candidate for C++ Quantitative Developer – Credit Derivatives/Interest Rate Derivatives – Risk Engine/PL will require the following skill set;
• C++ Programming
• UNIX, Linux
• STL, Boost
• Interest Rate Derivatives/Credit Derivatives/Bonds
• Front office experience
• Pricing/Risk development
• Exposure to core analytics libraries
• Interest in functional programming languages
• Strong education (PhD a plus but not required) in Computer Science, Physics or Mathematics
Responsibilities for C++ Quantitative Developer – Credit Derivatives/Interest Rate Derivatives – Risk Engine/PL;
• Bridge the gap between the quantitative analysts and technologists on the desk
• Interface with core analytics libraries
• Take lead in the design and develop pricing / risk / PL applications for interest rate derivatives, credit derivatives and bonds
• Sit on the front office desk alongside traders
This is a great opportunity to take a senior quantitative development role on a desk that will offer broad exposure to a range of derivatives products. The role is suited to a first class candidate with a hybrid skill set between technology and mathematics/analysis. Compensation will be very competitive, with great front office bonus potential. The bank is known for having a rewarding and collaborative culture, that remunerates high performing employees handsomely. The team has just started its search and is looking to begin telephone interview asap. For more information please contact cplusplus@selbyjennings.com or call 212 231 8223