Quantitative Developer, Equity (New York, NY)

Primary responsibilities:

• Code design and development of NumeriX, NumeriX Tools for Equity.
• Develop/Maintain production quality platform independent code (C++ under Visual C++ environment) of the Equity Module in the NumeriX 6. Work in conjunction with other developers to build commercial quality software to price and risk-manage various Equity derivative structures.
• Write technical specifications that can be used as a foundation for a user manual for the above mentioned software.
• Provide customer support on a third tier level as required.
  

• 3-5 years experience with Equity products, interest rate modeling, financial mathematics, language and design patterns.
• 3-5 years experience in C++ development tools and software design including algorithms and numerical methods.
• Thorough understanding of the user-exposed side of software products.
• Detail oriented and the ability to multi-task.
• Self-motivated and quick-learning professional able to address complex technical challenges, and produce high quality solutions in an efficient and timely manner.
• Excellent communication, organizational and people skills.
• Bi-lingual (Russian and English) a plus.
• Good knowledge of Excel.
• Prior experience building production quality software for either internal or commercial use.
• Good knowledge of Equity derivatives.
  

• Platforms/Operating Systems: .NET/DNA (Windows 2000/XP/NT), MS Office, (J2EE a plus)
• Web Development: IIS (ASP/ASP.NET), DHTML, XMLHTTP
• Languages: C#, C/C++, HTML/CSS/XML/XSL, (Java, JavaScript, VBScript a plus)
• Databases: MS SQL Server, (Oracle a plus)
  

• BS degree in Mathematics
• Advanced (PhD or Masters) level degree in Computer Science/Software Engineering, Operations Research, Financial Engineering, Engineering/Physics, or Mathematics preferred.
  

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