Quantitative Developer C# Fixed Income Derivatives
- New York, NY, USA
- Permanent, Full time
- Analytic Recruiting Inc.
- 20 Jul 17
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 firstname.lastname@example.org
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.