Fixed Income Risk Management Quant/Developer - NYC
- Compensation Competitive
- New York < NY < USA
- Permanent, Full time
- Analytic Recruiting Inc.
- 06 Mar 14
Leading multi-strategy hedge fund located in Midtown is looking for a Fixed Income Risk Quant/Developer.
This position will be responsible for building models and creating analytical tools that will be used across all fixed income sectors. Models will also be used for valuation purposes as well. Candidates should have a minimum of 3 years experience building and coding in C++ risk models for different fixed income asset classes. Knowledge of valuation methodology for derivatives pricing is also a big plus. Compensation will be very competitive.
Refer to Job#17513-EFC and email MS Word attached resume to Peter Arian, email@example.com or register online at www.analyticrecruiting.com choosing Peter as your recruiter contact.