Front Office Interest Rates Quantitative Developer (C++ / Excel / VBA)-Global Investment Bank-New York-Circa $175,000 plus bonus and benefits





My client is an extremely profitable and global Investment Bank, widely renowned for its dominance in the competitive interest rates space.

Over the past years, the business has consistently outperformed its competitors and continues to expand into 2011.
Through this success and aggressive growth, we have an opportunity for a highly talented front office, trading strategy C++ developer to take an extremely trading focused role on the interest rate desk in New York.
You will work directly alongside experienced traders and strategists, to design and develop front office trading systems and strategies.
The initial focus with be on pricing, analytics and P&L, and the team is looking to increase its effort in market making activity, thus a candidate with a background in this space will be ideal.
You will require a highly quantitative/analytical edge as well as a strong background in the interest rate/derivatives products.

Responsibilities for Front Office Interest Rates Quantitative Developer (C++  Excel/VBA):
-Implementing Trading Strategies,
-Pricing/P&L/Analytics,
-Designing and developing trading system components,
-Working closely with front office quants/strategists,
-Interfacing with technology teams.

Ideal skill set for Front Office Interest Rates Quantitative Developer (C++ /Excel/VBA):
-Strong Background in front office trading system development,
-Interest Rates Experience,
-C++ expertise,
-Linux/Unix,
-Scripting would be a plus,
-Quantitative/analytical background.

This is a unique opportunity for a highly business focused developer to take a key role in a dynamic, front office trading group, in an extremely successful and thriving business area.
You will directly amongst some of the most respected quants, traders and strategists in the rates space and be instantly recognized as the technical guru of the team. You will thus need to be energetic, highly motivated and willing to face a very steep learning curve. 
Compensation, bonus and benefits will all be extremely competitive and reflective of the front office nature of the role.

For more details on the role please contact by mailor call 00 44 212 231 8223


Apply by email.
Please do not modify the subject of the mail or your application will not be considered.