Hedge Fund-Fixed Income-Junior Quantitative Analyst/Developer (C++,SQL) – Boston recruitment
The Fund invests in a variety of Fixed Income assets including G-8 and Emerging Markets Government and Corporate Bonds as well as structured products and other Financial Derivatives [Futures, Options, Swaps]. Responsibilities will focus on building, refining, and implementing trading tools and models for Fixed Income and Credit based Relative Value Strategies. The candidate must have 2 yrs of C++ financial modeling experience at an investment firm or bank, knowledge of Financial Derivatives (credit/structured credit), expertise in stochastic processes, probability theory, Monte Carlo, and finite difference schemes, excellent programming skills preferably in C# or C++ and bachelors degree in a quantitative science.
Refer to Job#19170-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.