Quantitative Developer C# Fixed Income Derivatives

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 28 Jul 16

Global Hedge Fund seeks a quantitative developer for front office pricing, analytics, and risk management quantitative systems development. Will join a growing fund and work directly with trading and quantitative research.

Position requires two plus years’ experience in quantitative development for fixed income derivative analytic applications. Strong C#, Excel/VBA, SQL knowledge. Preference for an advanced degree in Financial Engineering, Quantitative Finance, or a similar quantitative discipline. 

 

Keywords: C#, quantitative development, hedge fund, fixed income

 

Please refer to Job #22129 and send MS Word attached resume to tim@analyticrecruiting.com

    

If you are a suitable candidate, you can expect:

  • A follow-up call to further discuss the position, your interests and expertise.
  • Your resume will be sent to our client(s) only after we obtain your approval.