C++ Developer Fixed Income (Pricing/Risk Analytics) – Boston recruitment

The applications [risk calculation engines, risk based portfolio construction and portfolio attribution models are used to measure market exposures and duration: OAS, VaR for Fixed Income and Corporate Credit investments. The Candidate must have 5+ years of solid C++ development skills in a Linux environment, python, perl shell scripting skills, experience in Matlab and R are preferred and experience working on fixed income valuation and analytics applications and a quantitative degree. Project Management skills are also a plus.Keywords: C++ developer, model review, implementation, risk measures, Read more […]

July 20, 2012 • Tags: , , , • Posted in: Financial • Comments Off on C++ Developer Fixed Income (Pricing/Risk Analytics) – Boston recruitment

C++ Lead Developer, Investment Banking, Risk Analytics, Equity Derivatives, Hong Kong recruitment

My client, a top-tier investment bank, is aggressively expanding its APAC Equities Technology as part of a high profile global program of strategic investment. As such they are looking for a SVP level C++ Lead Developer, ideally having solid experience in Pricing/ Risk/ Analytics, to act as a hands-on team lead for the APAC Equity Risk team, which is expected to grow substantially this year, and contribute to a number of large-scale Equity Risk driven initiatives.You will do hands-on development for the Equities Front (Sales Trading) and supporting business teams. You will also be heavily engaged Read more […]

May 23, 2012 • Tags: , , , , , • Posted in: Financial • Comments Off on C++ Lead Developer, Investment Banking, Risk Analytics, Equity Derivatives, Hong Kong recruitment

Java, Data Synapse, Risk Analytics, Monte-Carlo simulations, Derivatives, Front Office, Investment Bank recruitment

Several Java developers are sought after to work in a new team that is being created for a leading European Investment Bank to develop a greenfield strategic risk engine. This platform will provide Monte Carlo based calculations for Credit Risk (cross-asset) and Counterparty Exposure Management desk functions. The calculations will be used by Front Office analytics libraries.This job includes the following responsibilities:*Active contribution to the team on design, architecture choices, performance optimisations*Participation in interviews when hiring developers*Development of multi step Monte Read more […]

May 3, 2012 • Tags: , , , , , , , • Posted in: Financial • Comments Off on Java, Data Synapse, Risk Analytics, Monte-Carlo simulations, Derivatives, Front Office, Investment Bank recruitment

C++ Developer Fixed Income (Pricing/Risk Analytics) – Boston, MA recruitment

The applications [risk calculation engines, risk based portfolio construction and portfolio attribution models are used to measure market exposures and duration: OAS, KRD, VaR for Fixed Income and Corporate Credit investments. The Candidate must have 5+ years of solid C++ development skills, advanced SQL skills and experience working on fixed income valuation and analytics applications and an advanced quantitative degree.  Project Management skills are also a plus.Refer to Job# 18931-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com Read more […]

December 6, 2011 • Tags: , , , , • Posted in: Financial • Comments Off on C++ Developer Fixed Income (Pricing/Risk Analytics) – Boston, MA recruitment