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Job Posting Detail
C++,Excel,VBA-Credit Derivatives Quant Dev |
Date Posted:
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4/29/2003 |
Location:
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New York, US |
Salary:
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Depending on experience |
Job Description:
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US investment bank is looking to expand its interest rate exotics business into credit derivatives by interfacing and extending the analytics and building a new Credit Derivatives Quantitative trading group. The calculation engines and risk engines are developed in C++ (NT/Unix), the rest of the reporting and GUI's are built using Excel VBA. We are looking for programmers with 4yrs C++ (NT preferred), 1-2yrs Excel VBA and 3-4 years finance. Our client will look at other Derivative product experience however Credit Derivatives is preferred. This is a quant dev role which will involve extensive interaction with quantitative analysts, extending analytics and building for the traders and quants. You will be well motivated to work in a Front Office environment and come from a strong numerate academic background. |
Contact Via E-mail to:
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[email protected] |
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Disclaimer: The information included on this site has been placed there by Fund-Investors, L.L.C. for information purposes only. Fund-Investors, L.L.C. has not taken any steps to verify the adequacy, accuracy or completeness of the information provided. Neither Fund-Investors, L.L.C. nor any of its respective representatives make any warranty, expressed or implied, of any kind whatsoever, and none of these parties shall be liable for any losses, damages, costs or expenses, of every kind and description, relating to the adequacy, accuracy or completeness of the available information or the use of the available information. The use of derivative instruments may involve substantial risk of loss including losses in excess of your original investment. Derivatives prices are highly volatile and derivatives trading may be illiquid. With regard to all performance information contained in the accessible pages, users should note that past results are not indicative of future results.
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