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).