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 Cross Product Arbitrage Strategy

Details
Country: USA
Location: NY NYC
Total applied: 42

Relevant Work Experience: 2+ to 5 Years
Career Level: Experienced (Non-Manager)
Education Level: Doctorate
Job Type: Employee
Job Status: Full Time

Cross Product Arbitrage Strategy

Expanding tactical trading group are seeking an experienced quantitative developer to work on the design and development of system components for a recently live cross product arbitrage strategy. You will have gained 2-5 years experience working as a quantitative/financial systems developer using C++, Java, RDBMS (Sybase or Oracle), Middleware/Messaging (Tibco, Corba, MQ Series, Reuters, Talarian SS, FIX). Ideally you will have strong product knowledge of Fixed Income or Equity derivatives (equity options and convertibles a bonus). Working closely with the lead Quantitative Analyst and two other quantitative developers you will be required to design, develop and support automated hedging, risk management and trade execution engines. This is an excellent opportunity for a best of breed developer within a major investment bank to break into a specialised trading area and the hedge fund market. GBPBonus tied  directly to fund profits.Please send a Word CV to Tina Kaul at

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