Requirements include extensive experience (at least 3 years) in a quantitative area of financial programming involving fixed income and/or derivatives. The ideal candidate will be able to supply visible examples and personal references that the prospective employee has been responsible for and designed quantitative methods and/or prototypes.

Other requirements include: the 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. The candidate must have the ability to understand and work with extensive in-house and 3rd party software libraries.

PhD is preferred, but will consider other levels of education if the candidate has the ability to demonstrate a variety of knowledge at the PhD level. The areas of knowledge that will be requested are quantitative finance, computer science, and statistics.

There is an immediate need to fill this position. For consideration please submit your resume in Word format to: ian@comprehensiverecruiting.com