Front Office Quant Dev IR Derivatives $ 200 K

My client, the interest rate derivatives trading group of a leading US investment bank, are going through an exciting period of systems development. The project includes the redevelopment of core pricing and risk analytics and the extension of the system to cover new structured products. They are looking for one quant developer to join the small team which is working on this project.

The successful candidate will have at least 4 years experience of programming mathematical systems in the Financial Services industry. You will have good knowledge of derivative models (ideally interest rate products) and a very strong mathematical background (which should include a very high GPA in a quantitative degree from a top-rated school). You will have strong C++ UNIX programming skills. Strong verbal communication skills are a pre-requisite for this role as you will be required to interact directly with trading and quant staff.

The role will offer you the opportunity to make a major contribution to the development of a new front office system and to work directly on the implementation of sophisticated derivative models.

Please forward your resume in confidence to Ginnette Harvey or alternatively telephone to discuss on +44 207 469 5002 (Huxley Associates Limited acts as an Employment Agency and an Employment Business)