Interest Rate Derivatives Developer (C++)
| ID: | JSG | Counselor: | jgoldberg | Classification: | IT |
| Type: | Direct Hire | Status: | Full Time | Location: | New York |
| Range: | DOE | Education: | Bachelor's Degree |
The Interest Rate Quantitative Development group for one of our top clients is seeking candidates with strong quant development background and experience in Interest Rates Derivatives / Fixed Income modeling. Candidates will be responsible for developing and supporting pricing models for interest rate derivatives, exotic and hybrid products. Must have interest rate derivative and hybrid (IR/FX, IR/Credit, IR/Equity) products background and very strong C++ coding skills (Windows or UNIX).
