Major financial firm specializing in fixed income strategies is seeking a quantitative developer. Responsibilities include implementation and maintenance of the company’s prepayment and residential credit models as well as their integration with the valuation and risk management systems.
Requirements include an Advanced Degree in a quantitative discipline along with 2-10 years of financial experience ideally focusing in MBS. Must have advanced level C++ development skills and extensive experience with distributed computing and large data sets. Prefer candidates to have proficiency in Python, C#, ability to develop GUI a plus. Ability to master mathematical finance concepts in a short time and implement them in computer code.
For more information or immediate consideration, please refer to Job#QFC5016 and submit resume in Word format to: Ian@comprehensiverecruiting.com