For Recruiters

C#/C++ Quantitative Developer

Analytic Recruiting Inc.
New York, United States
Posted 4 days ago Permanent Competitive
J
Posted by
Jim Geiger
Executive Recruiter
A prestigious, well-established NY-based Hedge Fund is seeking a quantitative C++/C# programmer to join a small team that is developing the firm's next generation of structured fixed-income trading, pricing, and risk systems. The role will work closely with the firm’s Portfolio Managers, Senior Traders, Quantitative Researchers, and Risk Managers to design, develop, implement, and support applications and tools for market data downloads, data analysis, quantitative model implementation, and reporting.

Responsibilities:

  • Design, implement and support applications of principle component analysis for portfolio forward-risk projections, total return analysis, and VAR (C#/C++, SQL Server).
  • Design, implement and support an MBS and CMBS portfolio risk application, generating various risk metrics (default, prepay risks, etc), (C# and SQL Server).
  • Design, implement and support applications for creating and updating a centralized repository of MBS and CMBS reference data and daily forward rate data from Intex/Bloomberg in relational database, enabling data mining (e.g., wrap analysis) (C#/C++, SQL Server).
  • Support and develop various components of a large-scale, real-time, matrix pricing application for structured MBS, using Intex cash flow engine and loan-level data/model (C++, C#, SQL Server, Intex Subroutine).
  • Support and develop various components of a front-office application for structured MBS and CMBS, managing trade capture, positions, risks, and PNL under one umbrella, (C#, SQL Server).

 

Requirements:

  • BS/MS/Ph.D. in a Quantitative Science-based discipline such as Applied Mathematics, Physics, Engineering, or Computer Science with quantitative software development experience
  • Advanced expertise in C++ or C# object orientated programming
  • Advanced knowledge of the structured finance markets and current knowledge of several of these instruments: RMBS, CMBS, CDO’s, CLO’s, CDX.
  • Strong Database Skills are a requirement (SQL query)
  • Must have experience with Intex and Bloomberg
  • This role requires superior communication skills
  • While the candidate may be currently working as a Quant Analyst/Programmer within a Capital Markets Trading Group or Capital Markets vendor, enthusiasm and ability to deliver solutions to a variety of software problems are critical for this role.

Keywords: C#/C++, Quantitative Developer, RMBS, CMBS, Bloomberg, Intex, SQL Query

Please send resume to Jim Geiger jeg@analyticrecruiting.com

Job ID  JEG-24119
More Jobs From Analytic Recruiting Inc.
Analytic Recruiting Inc.
C++ Quantitative Developer - Fixed Income Trading Systems
Analytic Recruiting Inc.
New York, USA
4 days ago Full time Competitive
Analytic Recruiting Inc.
Quantitative Modeler C++/Python – Asset Management
Analytic Recruiting Inc.
New York, USA
5 days ago Full time Competitive
Analytic Recruiting Inc.
C# MBS Analytics Developer Hedge Fund
Analytic Recruiting Inc.
New York, USA
2 days ago Full time Competitive
Analytic Recruiting Inc.
C#.Net Quantitative Developer Residential Real Estate - REMOTE
Analytic Recruiting Inc.
New York, USA
1 day ago Full time Competitive
Analytic Recruiting Inc.
Full Stack Quantitative Developer R, Python -Equity Hedge Fund
Analytic Recruiting Inc.
Stamford, USA
about 14 hours ago Full time Competitive
Analytic Recruiting Inc.
Quantitative Developer Python/R Shiny - Equity Hedge Fund
Analytic Recruiting Inc.
Stamford, USA
about 24 hours ago Full time Competitive
Analytic Recruiting Inc.
Interest Rate Quant -PhD
Analytic Recruiting Inc.
New York, USA
about 2 hours ago Full time Competitive
Analytic Recruiting Inc.
Derivatives Financial Engineer -Remote
Analytic Recruiting Inc.
New York, USA
1 day ago Full time Competitive
Analytic Recruiting Inc.
Interest Rate Quant - Model Validation
Analytic Recruiting Inc.
New York, USA
3 days ago Full time Competitive
Analytic Recruiting Inc.
Commercial Mortgage Investments Desk Analyst
Analytic Recruiting Inc.
New York, USA
about 19 hours ago Full time Competitive
More Jobs Like This