My client, a top tier US bulge bracket in bank in New York City seeks a Junior Quant Developer with strong C++ to work within the Equity Derivatives Trading group.

In this role you will develop pricing models and risk analytics for highly complex exotic and structured equity products. You will work directly with traders to produce fast, effective solutions.

You will work very closely with traders, strategists and quantitative analysts.

They are looking for someone who has:
  • Strong C++ from recent/present commercial development experience - Essential
  • Quantitative education, bright B.S/M.S prefered
  • Knowledge of numerical methods/programming
  • Demonstrated ability to work well in a team


This is an excellent opportunity for a talented C++ developer to make a move into a fast paced investment banking role.

The role is permenant and you must be able to work in the US. Salary will depend on experience, but will be extremely competitive for Wall Street.

Email me, Rob Frost, on rfrost@recruitassociates.com with your resume.