eFinancialCareers

• Location

  USA-NY-New York City

• Remuneration

  open

• Position Type

  Employee

• Employment type

  Full time

• Updated

  04 Dec 2008

• eFC Ref no

  416945

Our client, a next generation Hedge Fund Administrator specializing in developing, integrating and managing state of the art technology workflow solutions for Hedge Funds, is looking for strong Sr. Quantitative Analysts and developers with pricing modeling exp to join their team in NYC.

Our client, a next generation Hedge Fund Administrator specializing in developing, integrating and managing state of the art technology workflow solutions for Hedge Funds, is looking for strong Sr. Quantitative Analysts and developers with pricing modeling exp to join their team in NYC. Their systems support a wide range of financial instruments in the areas of front office trade processing, risk analytics, middle office operations, automated reconciliation, NAV accounting, and investor services.

Requirements * Strong experience in quantitative development, building quant models and libraries with a development language (C#, Java, Perl, Python, C++, shell etc) * Strong understanding of pricing models for derivatives. Preferably with a depth for a particular set of products. * Familiarity with any of the pricing tools (FinCad, Murex, Bloomberg analytics or a similar tool) * Familiarity with trading technologies (e.g. FIX protocol, algorithmic trading software, etc.) * Comfortable working closely with a development team * Postgraduate work in Math, Finance, or a related discipline * 5-10 years development experience

please email all resumes to recruiter3@mindstaff.com for prompt consideration