Please send me on neer...@1pointsys.com
Title C++ Developer (Financial Quantitative)
Location New York, NY
Duration 12+ Months Contract
Visa NO h1B
Responsibilities include:
C++ - need to have in the 5yrs
Quantitative modeling
Mathematical functions on financial products
Unix
Candidate will be sitting with the business folks
• Work within the WM Strats Bank Deposit team in
the development, implementation and enhancement of analytic pricing models
• Work within the WM Strats Bank Deposit team in
the integration of analytic pricing models within a simulation-based model
platform running on a computing grid
• Ensure data integrity through - data quality,
validation, governance and transparency
• Production deployment and model monitoring to
ensure stable performance and adherence to standard
• Production support, maintenance as well as
risk analysis.
Skills required:
• Master’s degree in computational finance or
Mathematical Finance. Ph.D. degree in Mathematics, Engineering or other
computational sciences is strongly preferred.
• Strong hands-on technology skills are a core
requirement. C++ is required, proficiency in Excel, while Java, Python and Perl
programming, and R statistical language experience is a plus.
• Experience in quantitative library development
with parallel computing is a plus
• Strong demonstrated knowledge in Linux shell
scripts.
• Strong communication & collaboration
skills are required.
• At least 5 years work experience in a
financial quantitative field.
Neeraj Kumar | 1Point System LLC
IT Recruiter
Office: (415) 492-7849 Fax: 803-832-7973 • neer...@1pointsys.com
115 Stone Village Drive • Suite C • Fort Mill, SC • 29708
An E-Verified company | An Equal Opportunity Employer
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