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Top Financial Firm, Quantitative Finance Development Group (New York, NY)


My client's Quantitative Finance Development group is looking for
experienced quantitative developers. Team up with our world renown researchers to research and develop option valuation models. Join a group that treats all market sectors, including credit, fixed income, mortgage, equity, foreign exchange and commodities. Work in an exciting fast paced environment where hard work is appreciated and rewarded.

The position requires at least 4 years of experience in researching,
developing and implementing derivative valuation models. The candidate
must be a strong C/C++/Unix software engineer who is experienced with the numerical methods used in option valuation. A PhD in mathematics, physics, engineering, finance or computer science, or other strong quantitative and mathematical experience is required.

For consideration send your cv to Mike Parker mp@clarityjobs.com

Recruiter: Clarity Executive Search
Type: Recruitment Agency
Website: http://www.clarityexecutivesearch.com
Contact: mparker
Email: mparker@clarityjobs.com

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