Job Posting Detail

C++,Excel,VBA-Credit Derivatives Quant Dev
Date Posted:	4/29/2003
Location:	New York, US
Salary:	Depending on experience
Job Description:	US investment bank is looking to expand its interest rate exotics business into credit derivatives by interfacing and extending the analytics and building a new Credit Derivatives Quantitative trading group. The calculation engines and risk engines are developed in C++ (NT/Unix), the rest of the reporting and GUI's are built using Excel VBA. We are looking for programmers with 4yrs C++ (NT preferred), 1-2yrs Excel VBA and 3-4 years finance. Our client will look at other Derivative product experience however Credit Derivatives is preferred. This is a quant dev role which will involve extensive interaction with quantitative analysts, extending analytics and building for the traders and quants. You will be well motivated to work in a Front Office environment and come from a strong numerate academic background.
Contact Via E-mail to:	[email protected]

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