Tuesday, December 7, 2010





Finder's fees can be offered for anybody you can recommend that YOU KNOW (providing contact info is a start) and obviously they MUST BE QUALIFIED and get interviewed and HIRED.
Call or text 203-29-QUANT 203.297.8268 if you have any questions and are qualified for this role or others posted. Please speak clearly if leaving a voicemail, and let me know the role you are applying for and if you have sent a resume or not. You may call or text at any time. All discussions and messages are fully confidential... If QUALIFIED &AUTHORIZED FOR USA WORK, email resume QuantRec @gmail.com

Goto http://www.QuantRec.com for updates on jobs, bookmark it!

You can fax in resume to 206-202-7703 as well.

PLEASE BE SURE TO INCLUDE your salary requirements (2009 base/bonus), location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Must currently be in USA and be Green CARD/US CITIZEN/h1b with enough years left on visa (at least 3 years).

Also include the best times to reach you over the near term.

Candidates MEETING MOST OF the SPEC below will be contacted PROMPTLY.
Large Financial Company/ NYC

120-200K Total Compensation (Depending on level)
Must have at least 3 years experience, ideally 5-10 years

Full Description:

The Company

The Role
The Derivatives Application group is seeking a hands-on technologist with in-depth knowledge of interest rate derivatives or structured notes or convertible bonds. The candidate will have significant experience developing systems involving securities specifications and structuring tools, utilizing market data, pricing model valuations and risk systems. The group is rapidly growing and expanding its coverage into the pricing and structuring of exotic swaps, caps and floors, range accruals, asset swaps, structured notes, volatility sensitive products and convertible bonds. The person in this role will work with developers, quants, business, clients and some of the best people in the industry to write the applications that feed the markets.

- Design, code, implement, and test new features and modules in Bloomberg's interest rate, structured notes or convertible bonds applications.
- Work with product management to translate and understand accurately product specifications.
- Project management including scheduling, budgeting, milestone verification, risk management, and project status reporting.
- Responsible for bug fixing issues with the software applications.
- Mentoring junior developers.

- Strong and extensive C++/C/UNIX development skills.
- Experience designing and developing financial application UI's.
- Experience with industry standard tools for code coverage, debugging, performance profiling, memory management, and code coverage. For example dbx, Purify, Quantify
- Experience with at least one source code management tool such as CVS, Clearcase, Perforce, etc
- Good understanding of products such as vanilla swaps, FRAs, caps, floors, swaptions, range accruals, inflation based swap products, property derivatives and convertible bonds.
- 2+ years of designing and developing software to structure, analyze and price interest rate derivatives
- 5+ years of professional software development
- Strong communication skills
- Strong problem solving and analytical skills

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