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Senior Quantitative Developer - IR Research

Eingestellt von Huxley Associates aus Frankfurt am Main

Gesuchte Skills: Engineering, Matlab, Library

Projektbeschreibung

A boutique investment bank is looking to fill a very niche senior quant developer role. The quant research and IT teams are working together to build a new interest rate curve library for the fixed income division of the bank and need someone with a quantitative background (ie. understanding of interest rate derivatives) and solid programming abilities to implement all this research into workable code. Requirements:-Advanced degree in computer science, electrical engineering, financial engineering, or physics-7+ years fo relevant experience-EXTREMELY strong C++/C programming skills-Deep understanding of Interest Rates, LIBOR, OIS, and curve construction-Experience implementing prototypes written in statistical languages (R, Matlab) Salary is VERY flexible because this is such a niche role. Please apply if you are interested!

To find out more about Huxley Associates please visit www.huxley.com [1]

Links:
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[1] http://www.huxley.com

Projektdetails

Einsatzort:
New York, Vereinigte Staaten
Projektbeginn:
asap
Projektdauer:
Keine Angabe

Vertragsart:
Permanent
Berufserfahrung:
Keine Angabe

Geforderte Qualifikationen

Kategorie:
IT Entwicklung, Ingenieurwesen/Technik
Skills:
engineering, matlab, library

Huxley Associates

Straße:
Neue Mainzer Strasse 46-50
Ort:
60311 Frankfurt am Main, Deutschland

Senior Quantitative Developer - IR Research

Projektbeschreibung

Projektdetails

Geforderte Qualifikationen

Huxley Associates

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