Quantitative Developer – C#.Net,C++ Front Office recruitment
- Commodities and Interest Rates
- Investment Bank - Asia Pacific Division
- C#.Net, C++ Object Oriented Programming
- Up to $140,000 + Highly Competitive Bonus + Career Development Opportunities within Quantitative Analytics
Large global markets division of an established bank have experienced a restructure leading to new positions for quantitative developers using C++ Object Oriented Programming.
The quantitative work will constitute Interest Rates and or Commodities (and associated derivatives) supporting the front office trading teams in Sydney and Singapore though the position will be based in Sydney. Ideally I am seeking candidates with experience in working closely with traders and quantitative analysts, developing and coding pricing models for new financial products in Commodities and or Interest Rates.
As a quantitative resource supporting the trading desk, the applicant will be responsible for coding pricing models using C++, pricing/structure worksheet development, and timely quantitative support to the traders, quantitative analysts and product engineers.
This is a high pressure, high reward environment that would suit an ambitious and talented quantitative developer with a passion for both coding and mathematics. Candidates must be able to work autonomously with little direction as well as identify and resolve complex modelling or system functions. Candidates who do not possess or have a demonstrated understanding of advanced C++ OO programming will not be considered for the shortlist.
For a confidential discussion, please call Maria Skarveli of BlackOceanRecruitment on (02) 9230 0473 or APPLY NOW using the links provided below.