Quantitative Developer - Equity Derivatives - New York City
Huxley Associates - New York (New York City, New York)

This job posting has expired.

You may wish to try a search for Quantitative Developer - Equity Derivatives - New York City

Or visit the FlipDog home page
 

quantitative, developer, financial engineering, MS, PhD, programmer, quant, math, mathematical, C++, C#, Java, OO, OOP, Object oriented, object-oriented, financial engineering, high performance computing, scalability, finance, investment bank, ivy league, equity, derivatives, computer science, Top-Tier New York City based Investment bank is looking for a Junior - Mid - level Quantitative Developer to join their new Financial Engineering Group. The ideal candidate will have a very strong technical and academic background with a Master's or a Ph.D. from an Ivy League school. Strong programming skills in any programming language - C++, C# or Java - is required. You will also have a relevant internship or up to 3 years experience at a very reputed technology or financial company where you have worked on high performance computing or real-time systems development. In contrast to a more traditional financial engineering or quantitative developer role, this position is in the business and sits on the desk so you will have constant interaction with traders and great exposure to the business. Your role will be to implement analytic models with massive scalability to meet the computational needs of the desk. You will also posses the ability to apply the latest in technology in a fast-paced environment to help drive revenue. If you are looking to leverage great technical and quantitative skills directly in the business, then this is a great opportunity for you! Send your resume to Crystal at Huxley Associates immediately for consideration.