Friday, December 18, 2009

Quantitative Developer in Not Specified, NY

Friday, December 18, 2009
Description Our client one of the largest banks in the US with wealth management, investment banking, and international business is seeking a junior to mid level quantitative developer Permanent positionNew York, NYGlobal Mortgage Products (GMP) Technology at Client develops and supports an analytics platform that prices and evaluates risks of structured fixed income securities, including RMBS, CMBS, ABS, CDO and credit derivatives. The system is consumed by trading desks, risk management, and other business functions. We are looking for a junior to mid level quantitative developer to participate in new product development, enhancement to existing infrastructure, support for business users and various day to day operations. Requirements include: 2+ years of fixed income industry experience, mortgage products experience is a plus Excellent analytical and problem solving skills Advanced degree in hard science or engineering Strong Linux C++ foundation and OO concept Familiar with INTEX product and library is a plus Excellent communication skills and client facing ability Team work spirit, and ability to lead projects Comfortable with fast pace high pressure front office environment, self motivate
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