Fwd: [IIML] URGENT requirement for Quant Developers (2-5 yrs exp) in Nomura Securities - NYC

[Ajay Vaidyanath]

FYI

---------- Forwarded message ----------
From: Sarthak Pattanaik <sarty...@yahoo.com>
Date: Sat, Feb 13, 2010 at 8:12 PM
Subject: [IIML] URGENT requirement for Quant Developers (2-5 yrs exp) in Nomura Securities - NYC
To: ii...@yahoogroups.com
Cc: sarthak....@nomura.com

 

 

 

We are looking to hire quant developers for a very strategic risk project. The requirement is within a core group responsible for the firm's risk analytics development globally. The role is based in NYC and is on an IMMEDIATE basis 9we are planning to start making offers in the next 2 weeks). The position is for a contractor role (will consider employees for the right candidates).

 

The candidate must have 2-5 yrs of experience in Java development - preferably in the financial industry. The candidate needs to be hands-on and must have worked in similiar projects - simulation engines/VaR/exposure systems/pricing libraries/algo trading/derivative pricing. 

 

The candidate must have excellent communication skills, must work well in a team environment and be able to abide by extreme deadline pressures. An understanding of VaR, simulation (Monte Carlo and HistSim), economic/regulatory capital, financial products, Basel 2, CAD 2 is preferred.

If interested, please send your resume to sarthak....@nomura.com. Also, please send me resumes if you know of somebody who might be interested. Will be treated with utmost confidentiality.

 

Regards

Sarthak

 

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