C++, Quantitative, Interest Rate Derivatives

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Contact Information: Harrison Reed Computer Consulting 438 Springfield Avenue Berkeley Heights, NJ 07922	View other jobs with this company
	Contact:  Phone:  Fax:	Mark Harrison

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Reference Number: 13598mg Job Description: Interest Rate Quantitative Developer The Interest Rate Quantitative Development group is seeking candidates with strong quant development background and experience in Interest Rates Derivatives modelling. The candidate will be responsible for developing and supporting pricing models for interest rate derivatives, exotic and hybrid products. Responsibilities include: * Research, implement and maintain pricing models for interest rate derivative and hybrid (IR/FX, IR/Credit, IR/Equity) products. * Work closely with product development through the full development cycle, from the product initial specification to final delivery to clients. * Work with application developers on integration and testing. Qualifications * PhD in Mathematics, Physics, Engineering, Finance or related field. * 5+ years hands-on C/C++ Quantitative Development on UNIX. * Strong software engineering skills in a multi-platform, multi-programmer environment. * Solid understanding of Interest Rate Derivatives/Hybrids markets. * Strong communication skills and ability to work in a team environment. No Third parties We do not sponsor Experience Level: 5+ Years Requirements: C++ Quantitative

Location: New York NY Duration: Direct Placement Pay Rate: DOE

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Date Posted: 11/20/2009 Last Updated: 11/20/2009

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