Quantitative Developer C++ Derivatives recruitment

Quantitative Developer C++

They offer a real-time solution serving a market that demands timely information. It is a highly interactive environment—allowing clients to secure information in specific ways that are meaningful to them. It is a cross asset, multi-strategy application that allows an organization with multiple trading strategies to employ a single platform. Beyond providing the software on-line, its ASP solution includes all of the market data as well as manages all of the daily processing requirements needed for daily operations. These capabilities, among others, provide a true competitive advantage to clients which has allowed the product to gain significant global adoption within the hedge fund, fund-of-funds, pension fund, brokerage firm, bank and asset management community

A career path at our client represents one of the most comprehensive opportunities to be on the front lines of the complexities and nuances of the global financial markets. Employees work and collaborate with some of the world's most elite financial institutions and utilize leading-edge technologies to solve complex business challenges. Employees assist in enabling clients of Software’s award-winning system to achieve key benefits for their organizations--maximizing returns and managing risk, achieving transparency, and gaining operational efficiencies.

Leverage your strong C++ and stochastic mathematical skills to become a quantitative analyst. Enhance and extend our pricing and risk models. These models are used by leading traders and risk managers at hedge funds and investment banks around the world.

* MS or PhD in Quantitative Finance, Mathematics, or a related discipline (eg. Physics, Engineering) required.

* Experience in quantitative modeling of equity derivatives, FX derivatives and credit derivatives desired.

* Five years experience programming in C++. The ideal candidate will be a practitioner in C++ with the ability to create highly-reusable and easily-extendable modular code that fulfills the quantitative requirements using suitable design patterns.

* Knowledge of relational databases is a plus.

* Ability to work independently and within a team in a customer-facing environment.

* Business-related acumen in trading and/or risk management support a definite plus.

Send resumes to cory@gmsadvisors.com / cory (at) gmsadvisors (dot) com