PhD Senior C++ Financial Engineer – CDS recruitment
Skills: C++ for algorithmic development, SQL, CVS or SVN, Linux, Perl, Python, Matlab, Quantitative, PhD
My client is a world leading provider of financial market data, analytics and related solutions to financial institutions, active traders and individual investors. Following on from a hugely successful year they are now looking bring on board an exceptional C++ Financial Engineer to design, implement and maintain valuation models and analytics for CDS. The successful candidate will be required to hold a sharp mindset and solid communication skills for working alongside a Quantitative team to enhance modelling capabilities. The firm’s presence on a global scale enables them to supply real-time market data, time-sensitive pricing, evaluations and reference data for securities trading, including hard-to-value instruments and thus the C++ Financial Engineer should look to adhere to the fast-paced high performance nature of the firm. Moreover, you will look to keep abreast and apply knowledge of industry and academic research as it pertains to CDS. This includes methods of calibration, modelling interest rates and other correlated processes.
PhD Senior C++ Financial Engineer – CDS, Global Leading Market Data Firm, New York City, NY will require the following skill-set;
• PhD in Computer Science, Financial Engineering, Mathematics, Physics etc
• Excellent C++ programming skills for algorithmic development
• C# as a secondary language is a plus
• SQL databases
• CVS or SVN
• Linux
• Scripting Languages (Perl/Python etc)
• Matlab
• Problem Solving/Quantitative /Mathematical ability
• Solid Communication Skills
Responsibilities for the PhD Senior C++ Financial Engineer – CDS, Global Leading Market Data Firm, New York City, NY;
- Design, implement, and maintain valuation models and analytics tools for CDS.
- Work with a quantitative team to enhance modelling capabilities.
- Keep abreast of and apply knowledge of industry and academic research as it pertains to CDS. This includes methods of calibration, modelling interest rates and other correlated processes.
- Effectively manage projects and ensure that models meet the requirements of internal and external clients.
- Discuss CDS valuations with industry and academic leaders.
- Statistically validate work where possible.
- Develop and maintain strong relationships with other teams.
This is a fantastic opportunity for a bright and dynamic C++ developer to take their career to the next step and establish themselves within a globally prestigious firm. The role itself offers a number of opportunities to not only enhance development skills, working alongside some of the most talented developers in the USA but also gain a firm grasp of the financial markets having great exposure to the business side of the firm and interfacing with Quantitative teams. The team itself has very collaborative culture so the successful candidate will need to have a passion to assert their abilities on all foreseeable projects. In addition, top performers are rewarded with unbeatable bonuses and benefits. The management team have encouraged candidates from all corners of the USA to apply ASAP as they are looking to engage in conversations with the strongest candidates immediately.
To apply for this position please contact cplusplus@selbyjennings.com or call 212 231 8223
Key Skills: C++ for algorithmic development, SQL, CVS or SVN, Linux, Perl, Python, Matlab, Quantitative, PhD, Communication, Financial knowledge