TRI-STATE, USA: Quantitative Developer – Equity Risk Management (CESR) recruitment
This role is at a top financial house (Fortune 500 Company) in the Tri-state area. The role is a quantitative developer role covering equity risk. The team are looking to expand quite a lot over 2012 and are looking to add an experienced member of team. This financial institution focuses on life insurance, annuities, retirement plan services, and group protection.
The type of profile the manager is looking for is: Responsibilities would include:
leading technical design discussions on assigned projects;
documenting technical designs, unit tests, and implementation plans;
translating, formatting, and integrating technical model requirements into production level code;
refactoring existing code where appropriate;
critically reviewing and commenting on the technical designs of peers;
The systems calculate metrics supporting variable annuity hedging, attribute the effect various factors have on our cash flows, and calculate and report reserve requirements for our portfolio. Skills required include:
A very high level of C++ would be needed;
Solid proficiency with Linux Windows environments;
An understanding of Perl, Matlab, VBA, Excel would be an advantage
A good grasp of financial maths and the ability to translate it into C++ is needed for this team.
knowledge of various Software Development Life Cycle Methodologies;
Experience working with Variable Annuities, at financial institutions such as Insurance companies, Banking, Hedge Funds would be ideal.
Please apply into: quantexotic@selbyjennings.com