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|TOP ROLE! C++ Fixed Income Exotics Developer
||San Francisco, US
||Up to $200k total comp depending on experience
|| Highly numerate quantitative developer required to join a group supporting successful fixed income exotics business. The team is looking to recruit a quantitative developer to assist with the ongoing development of the front office systems - particularly the risk management and pricing tools for the exotic credit derivatives business, and development of analytics tools for the whole credit derivatives business. Day to day responsibilities will include: Development of the front office systems - particularly the risk management and pricing tools for the exotic credit derivatives business, and development of analytics tools for the whole credit derivatives business. Liasing with the quantitative research team. Working with traders and other developers to define requirements for system functionality. Required skills: Strong C++ development experience. Knowledge of fixed income/derivatives analytics and pricing. Strong motivation and ability to work under pressure. Preferred skills: Experience of working in a credit derivatives front office environment. Knowledge of credit derivatives exotic products. 2-4 years experience in a trading environment. Experience of trading systems. Experience of Excel/VBA development.
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