Genesis10 is seeking an Interest Rate Quantitative Developer for a major client located in New York City. Our client is the leading global provider of data, news and analytics. Their media services provide real-time and archived financial and market data, pricing, trading, news and communications tools in a single, integrated package to corporations, news organizations, financial and legal professionals and individuals around the world.
As the Developer, you must have a strong quant development background and experience in Interest Rates Derivatives modeling. You will be responsible for developing and supporting pricing models for interest rate derivatives, exotic and hybrid products.
Responsibilities:
- 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.
Experience: Required Experience/Skills:
- 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.
This is an excellent opportunity to join a winning team. Take your career to the next level and turn your interest into action. Apply Now! Or, send your WORD resume to . The only way to learn more is by taking the next step.
Genesis10 is a business and technology consulting company specializing in project management, business analysis, business transformation and large-scale systems infrastructure and application integration. Genesis10 services a variety of industries including banking and financial services, insurance, energy, manufacturing, healthcare, telecommunications and more. At Genesis10, we recognize that our consultants are our most powerful resource. Selecting only the most talented and experienced consultants provides our clients with the best the industry has to offer. We take pride in attracting the world's finest business and technology consultants.
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