Director, Methodologies (New York, NY)

• An unusually high degree of expertise in a least one area of fixed income and/or derivatives, preferrably asset backed securities.
• Expected to be involved with all aspects of quantitative methodologies involved in pricing all types of fixed income and derivatives.
• Must also have the ability to understand and work with extensive in-house and 3rd party software libraries.
• Extensive experience (at least 3 years) in a quantitative area of financial programming involving fixed income and/or derivatives.
• Evidence including visible examples and personal references that illustrate responsibility for and design of quantitative methods and/or prototypes.
• Ability to use mathematical subroutines (objects) and design financial algorithms.
• Knowledge of mathematical optimization techniques.
• Strong multivariate statistics e.g. significantly more than what an MBA program would teach.
• Ability to program at an advanced level in C, C++, and or Java. Facility with programming languages.
• Evidence of being able to work with databases such as Sybase or Oracle.
• Evidence of knowledge of Unix and or Linux.
• The demonstrated ability to think quickly when given tough questions.
• The ability to be a senior quantitative analyst while working with and managing other quantitative analysts.

Masters Degree

Preferred Degree:

PHD, the ability to demonstrate a variety of knowledge at the Phd level will be sufficient. The areas of knowledge that will be requested are quantitative finance, computer science, and statistics.

About the Employer:

Interactive Data Corporation is a leading global provider of mission-critical financial information, including market data, securities/evaluated pricing and analytic tools to financial institutions, active traders and individual investors.

Contact:

Qualified candidates should email their cover letter and resume to hrd2@interactivedata.com

This job ad has expired. Click here for active job ads.