Quantitative Programmer/Analyst – Buy Side – New York recruitment
Candidates should have 7 – 10 yrs of relevant, fixed-income experience – and working closely with traders and risk managers in the implementation of C++ based analytics to host a variety of its analytical components. The candidate should have broad and in-depth knowledge of Visual C++ in conjunction with expertise in fixed-income securities (CDS, corporate bonds, MBS and ABS) and the components of their analytical valuation especially in the context portfolio analytics, horizon analysis, sensitivity to risk-factors and volatility analysis. Experience with mathematical libraries such as Rogue Wave and QuantLib is a plus. Trading desk spreadsheet programming experience via Excel/VBA and COM is required. This position offers a base salary, competitive bonus and a comprehensive benefits package. Opportunity for career advancement.
Please refer to Job# 18327-EFC and send MS Word attached resume to steve@analyticrecruiting.com
If you are a suitable candidate, you can expect:
- a follow-up call to further discuss the position, your interests and expertise.
- Your resume will be sent to our client(s) only after we obtain your approval.