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 Read more […]

April 16, 2012 • Tags: , • Posted in: Financial • Comments Off on Senior C++ Fixed Income Analytics and Trading Systems Developer recruitment