QuantRec.com - Financial Recruiting: QUANT & DEVELOPER –EVALUATED PRICING Financial Company / NYC




Finder's fees can be offered for anybody you can recommend that YOU KNOW (providing contact info is a start) and obviously they MUST BE QUALIFIED and get interviewed and HIRED.
Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED FOR USA WORK, email resume QuantRec @gmail.com

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You can fax in resume to 206-202-7703 as well.

PLEASE BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).

Also include the best times to reach you over the near term.

Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
150-200K Total Comp (Depending on level)

This position is in the Research and Development team and this opening is for someone who is roughly equal parts Quant and Developer, although it's more important for person to have academic background in Math. Person will develop mark to market and pricing algorithms for all products, especially Fixed Income and Interest Rate Derivatives (IRD's). Person will also be responsible for the implementation and integration which requires C++.

Job Description:

* Research, implement and maintain mark-to-market pricing models for various securities including bonds and options.
* Work closely with the application and market specialists to produce models that capture the current state of the market as closely as possible.
* Work with application developers and market specialists on integration, testing and rollout of the product to clients.


* Advanced degree in Mathematics, Statistics, Physics, Engineering, Finance or related field. A PhD is highly desirable.
* Hands-on experience with C/C++ Quantitative Development. Experience with MATLAB, Mathematica or R is a plus.
* Solid understanding of statistical, financial and econometric models, as well as estimation and calibration techniques.
* Strong problem formulation and problem solving skills with particular emphasis on ill-conditioned and loosely defined problems.
* Strong communication skills and ability to work in a multi-team environment.
* Experience with handling large scale data sets.
* Proven track record of working in a fast-paced real-time delivery environment.