Senior Quantitative Developer – Credit Derivatives/Interest Rate Derivatives – Risk Engine/P&L (C++) recruitment
My clients is a leading global Investment Bank, well recognized for its strong presence in the credit derivatives and interest rate derivatives markets. Through continued expansion of the team in New York and a focus on building and improving the technology/quantitative systems, the team is seeking a talented C++ quantitative developer to take a key role in the team. You will join a small and focused team of developers/quants responsible for designing a cutting edge risk engine that provides risk PL data across credit derivatives, interest rate derivatives and bonds. The candidate will interface Read more […]
Desk Quantitative Developer – Credit Derivatives/Interest Rate Derivatives – Risk Engine/P&L (C++) recruitment
My clients is a leading global Investment Bank, well recognized for its strong presence in the credit derivatives and interest rate derivatives markets. Through continued expansion of the team in New York and a focus on building and improving the technology/quantitative systems, the team is seeking a talented C++ quantitative developer to take a key role in the team. You will join a small and focused team of developers/quants responsible for designing a cutting edge risk engine that provides risk PL data across credit derivatives, interest rate derivatives and bonds. The candidate will interface Read more […]