Global financial services firm is looking to add a Quantitative Analyst/Developer who has experience in Fixed Income and/or Derivatives.
This person will be expected to be involved with all aspects of quantitative methodologies involved in pricing fixed income (all types) and derivatives. The ideal candidate will have expertise in a least one area of fixed income and/or derivatives, preferably asset backed securities.
Requirements include extensive experience (at least 3 years) in a quantitative area of financial programming involving fixed income and/or derivatives. The ideal candidate will be able to supply visible examples and personal references that the prospective employee has been responsible for and designed quantitative methods and/or prototypes.
Other requirements include: the ability to use mathematical subroutines (objects) and design financial algorithms; Knowledge of mathematical optimization techniques; Strong multivariate statistics e.g. significantly more than what an MBA program would teach; Ability to program at an advanced level in C, C++, and or Java. Facility with programming languages; Evidence of being able to work with databases such as Sybase or Oracle; Evidence of knowledge of Unix and or Linux; The demonstrated ability to think quickly when given tough questions; The ability to be a senior quantitative analyst while working with and managing other quantitative analysts. The candidate must have the ability to understand and work with extensive in-house and 3rd party software libraries.
PhD is preferred, but will consider other levels of education if the candidate has the ability to demonstrate a variety of knowledge at the PhD level. The areas of knowledge that will be requested are quantitative finance, computer science, and statistics.
There is an immediate need to fill this position. For consideration please submit your resume in Word format to: ian@comprehensiverecruiting.com
A
trade automation, connectivity and compliance solution, the SunGard
Transaction Network (STN) links institutions throughout the financial
services community to facilitate end-to-end transaction processing.
With
more than 4,500 client firms in 60 countries managing more than $12
trillion, Advent has established itself as a leading provider of
mission-critical applications for investment management operations of
all sizes and strategies.
QUMAS
is a global compliance software company offering a complete Enterprise
Governance, Risk and Compliance solution with over 250 customer
deployments.
Belzberg
Technologies has been at the forefront of the electronic trading
evolution from the very beginning, and continues to provide world-class
service, execution and technology to the securities industry.
