Quantitative Developer, Foreign Exchange (New York, NY)
Reports to: Senior VP NumeriX FI/FX
Primary responsibilities:
- Code design and development of NumeriX, NumeriX Tools for Foreign Exchange
- Develop/Maintain production quality platform independent code (C++ under Visual C++ environment) of the Foreign Exchange Module of the NumeriX Application Engine. Work in conjunction with other developers to build commercial quality software to price and risk-manage various foreign exchange 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
Experience and skills required:
- 3-5 years experience with Foreign Exchange 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
- Advanced (PhD or Masters) level degree in Computer Science/Software Engineering, Operations Research, Financial Engineering, Engineering/Physics, or Mathematics
- Good knowledge of Excel.
- Prior experience building production quality software for either internal or commercial use.
- Good knowledge of Foreign Exchange and Cross Currency derivatives.
- Good financial mathematics background.
Following technical qualifications are required:
- 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)
Education requirements:
- BS degree in Mathematics
- Advanced (PhD or Masters) level degree in Computer Science/Software Engineering, Operations Research, Financial Engineering, Engineering/Physics, or Mathematics preferred.
Please submit current C.V. to careers@numerix.com
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