Quantitative Analysts/Developers needed for Hedge Fund Technology Firm
Location:
USA-NY-New York City
Remuneration:
open
Position Type:
Employee
Employment type:
Full time
Updated:
06 Oct 2008
eFC Ref no:
416945
Our client, a next generation Hedge Fund Administrator specializing in developing, integrating and managing state of the art technology workflow solutions for Hedge Funds, is looking for strong Sr. Quantitative Analysts and developers with pricing modeling exp to join their team in NYC.
Our client, a next generation Hedge Fund Administrator specializing in developing, integrating and managing state of the art technology workflow solutions for Hedge Funds, is looking for strong Sr. Quantitative Analysts and developers with pricing modeling exp to join their team in NYC. Their systems support a wide range of financial instruments in the areas of front office trade processing, risk analytics, middle office operations, automated reconciliation, NAV accounting, and investor services.
Requirements * Strong experience in quantitative development, building quant models and libraries with a development language (C#, Java, Perl, Python, C++, shell etc) * Strong understanding of pricing models for derivatives. Preferably with a depth for a particular set of products. * Familiarity with any of the pricing tools (FinCad, Murex, Bloomberg analytics or a similar tool) * Familiarity with trading technologies (e.g. FIX protocol, algorithmic trading software, etc.) * Comfortable working closely with a development team * Postgraduate work in Math, Finance, or a related discipline * 5-10 years development experience
please email all resumes to recruiter3@mindstaff.com for prompt consideration
