| Quantitative Programmer - (US-NY-New York) Compensation: $130K - $150K / Year Minimum Education: MS Job Type: Full Time Jobcode: ISSJA2 Leverage your strong C++ and stochastic mathematical skills to become a quantitative analyst. Enhance and extend our pricing and risk models. These models are used by leading traders and risk managers at hedge funds and investment banks around the world. * MS or PhD in Quantitative Finance, Mathematics, or a related discipline (eg. Physics, Engineering) required. * Experience in quantitative modeling of equity derivatives, FX derivatives and credit derivatives desired. * Five years experience programming in C++. The ideal candidate will be a practitioner in C++ with the ability to create highly-reusable and easily-extendable modular code that fulfills the quantitative requirements using suitable design patterns. * Knowledge of relational databases is a plus. * Ability to work independently and within a team in a customer-facing environment. * Business-related acumen in trading and/or risk management support a definite plus. Email resume in Word to TheBigGameHunter@cisny.com. Please include the job code for the position with your resume. NO RELOCATION. NO OVERSEAS RESUMES. NO 3RD PARTIES. MIS Ntwk Assoc Mtg Dates: Jan 25th Reg Mtg - 6 pm - Berman Larson Kane Offices, Paramus - DO NOT use GPS for directions - Bring 15 copies of your resume Feb 8th Combined Tues Dinner Mtg - 6pm - Assoc of Women in Computing - Totowa - Rod Colon - Networking: Do You Get It? Mar 29th - Tues Dinner Mtg - Recruiter Night Out - Moderator - Bob Larson Berman Larson Kane |
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