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Senior Quant Developer

Location:
NYC, NY 
Area Code:
201 
Telecommute:
no 
Travel Required:
none 
Skills:
C++, Excel/VBA, Mathematical Modeling background 
Pay Rate:
DOE 
Tax Term:
FULLTIME CON_CORP CON_IND CON_W2 CON_HIRE_CORP CON_HIRE_IND CON_HIRE_W2 PARTTIME 
Length:
12+ months 
Date Posted:
8-29-2014 
Position ID:
169094 
Dice ID:
irissoft 

Iris's Direct Client, one of the largest Investment Bank is looking to hire a strong Senior Quant Developer for a longterm contract opportunity.

Job Description and Requirement

Senior hands-on Quantitative Developer/Lead to contribute to and manage one or more of the key strategic initiatives, with one of them being the integration of Counterparty Credit Risk processes with Front Office P&L valuation models.

This role requires not only superior technical skills (i.e. C++/Linux, C, Excel/VBA,MATLAB development, scripting, etc.), but also deep understanding of the subject matter, strong familiarity with market practices and conventions as well as solid mathematical modeling background (i.e. stochastic calculus, martingale pricing theory, numerical methods, etc.).

An ideal candidate would have at least 5 years of experience either as a quant researcher or quant developer with solid academic background: PhD in hard science discipline would be preferred. However, people with 10 or more years of Quantitative Developer/Researcher experience with a major financial institution would be considered as well. The role will also require interfacing with the most senior technology and business stakeholders throughout the entire organization.

Jimmy Bheda
IRIS Software, Inc.
200 Metroplex Drive #300
Edison, NJ 08817
Phone: 732393.0034
Fax: 732393.0035