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Quant Developer - Interest Rate Derivatives

  • Location

    New york, United States

  • Sector:

    Risk Management , Technology & Security

  • Job type:

    Permanent

  • Salary:

    $120,000 - $150,000 + bonus

  • Contact:

    Corey Rague

  • Job ref:

    43103

  • Published:

    5 months ago

  • Expiry date:

    2020-05-07

  • Consultant:

    Corey Rague

JCW is currently working on a search for a Quantitative Developer with a leading broker dealer for their New York City location. The qualified candidate will be focused on developing solutions and providing support for the interest rate derivatives trading desk. This is a dynamic role that will require an in-depth understanding of and contribution to multiple key platforms.

Responsibilities include:

  • Develop and support front office pricing, risk management, and electronic trading platforms
  • Engage directly with front office to understand business requirements and communicate timelines
  • Adapt quickly to changing priorities and deliver ad-hoc solutions when necessary
  • Work closely and share knowledge with global quant team

Position requirements:

  • Bachelor’s degree or higher in a scientific field such as Math, Physics, Engineering, or Computer Science
  • Minimum 2 years of experience working with interest rate derivatives
  • Strong knowledge of financial markets with emphasis on interest rate products
  • Advanced C#/Java development skills (C++ optional)
  • Moderate Excel/VBA development skills

Corey Rague recruits for Risk and Analytics professionals across the financial services sector and would be happy to provide further details about this or other positions. You can reach him at  (646) 517-8533 or at corey.rague@jcwresourcing.com