Financial Engineer (Chicago, IL)
Job Order: DM0044-012-811
Title: Financial Engineer (Jr. and Sr. roles available)
Location: Chicago, IL (Full relocation package available)
Summary:
Our client, a leading financial firm seeks Junior- and Senior-level Financial Engineers to work closely with Quantitative Research/Front Office professionals, providing support on development of quantitative/trading/risk applications. The developmental focus will be on portfolio construction/transaction analysis/transaction optimization/risk management. This is an exciting opportunity with a top firm with a career track to a front-office function.
Responsibilities:
- Enhance/develop/deploy new analytics/algorithms/models, and optimize/monitor/troubleshoot system performance.
- Architect real-time trading systems across several products/functions
- Provide application/analytic support to Quantitative Researchers/PM/Traders
- Implementation/production of prototype models for Quantitative Research
- Develop financial analytics functions using advanced math skills/business knowledge to support Quant Research’s new products/enhance risk management/pricing functionality
Experience: - Strong C++ experience is absolutely required at both Junior- and Senior-level
- 5+ years experience C++ in a Unix/Linux and Windows (Visual Studio) environment required for Senior Level
- 5+ years experience in multi-threaded/real time programming with trading applications required for Senior Level
- Analytical/quant problem solving skills with experience developing mathematical models required
- Experience using Perl / SQL / scripting languages
- Sybase experience a plus
- Knowledge of financial products/valuation methods strongly preferred (Required at Senior level)
- Detail-oriented approach to solving problems
- Self-starter able to work with minimal supervision
- Masters in Engineering/Computer Science/Mathematics required.
- PhD preferred.
- H1B transfer is available.
Compensation: Commensurate with experience.
If you are interested in this opening, please email us a copy of your resume as an MS Word attachment.
Brandon Trujillo
Brokerage Consultants Inc.
(312) 460-8222 x 112
Brandon@brokerageconsultants.com
http://www.bcius.com
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