Senior C++ Fixed Income Analytics and Trading Systems Developer recruitment
Heavy C++-LINUX, or UNIX, some Excel, some Java
Products include CDS/ CDS options, credit indices (CDX iTraxx) index swaptions,corporate bonds, OAS, and Muni's. development of different analytic engines and Risk Pricing and valuation Systems, scenarios, PL, implement new analytics measures. Analytic engines on Grid, do development on Computing Grid (Symphony), source code can be compiled using Emax, CMake or any other tool you like, collect market data for pricing, call libraries and results are published to servers for Traders and Risk Managers to view, a little Java, some excel add-ins too. also take pre-existing Quant Models from the Quant Team and integrate them into the system.
Role is very product specific and involves Analytics, pricing, valuations and generating risk reports.
If you know the CDS , Credit Flow and FI Analytics its a big plus, but any Fixed Income, Risk Pricing or other front office financial product knowledge like Fixed Income Interest Rate Deriv., Corporate Bond Math,Structured Credit, Mortgage or Risk Pricing would also be OK.
MUST HAVE very strong hands on C++ development skills, distributed systems, multi-threading, strong OO design, RDMS, some Java, some excel is helpful.
Front office role requires interaction with Traders, Risk Managers and Quants, strong communication skills are helpful..
Education: Bachelors and/or Masters degree in Computer Science preferred.
MUST have previous experience developing Front office Fixed Income Trading Systems.
This is NOT a PhD desk Quant job.
Compensation package can range up to 200K Base plus bonus (DOE)
Total compensation negotiable
Please email Cv with complete contact information in confidence to:
Halliwell Search LLC at
RABO@optonline.net