C++ Junior Quant Developer -Fixed Income Arbitrage -NY $150

A successful and established hedge fund that has experienced substantial growth in its assets under management has a new requirment for a C++ Junior Quant developer. The role is to join their front office research team to work on developing trading and risk managment applications for their fixed income arbitrage business. The ideal candidate profile is for someone with a good degree (3.75 GPA minimum) in a numerate subject such as maths, economics, computer science, engineering or physics from a top university. Candidates should have a minimum of 2 yrs commercial experience in C++ and SQL and ideally some experience of fixed income finance, derivatives pricing or risk management. Excellent opportunity to work close with the traders and quanitative analysts, excellent bonus potential.
Please send your resume to Ada offonry at Huxley Associates for immediate consideration(Huxley Associates Limited acts as an Employment Agency and an Employment Business)