Major Downtown NYC financial services firm is seeking a strong C++ Quantitative Developer candidate or strong JAVA Quantitative Developer candidate to join their Quantitative Risk Management Team. The incorporated or independent consultant will have strong querying database skills using SQL and have used SPAN, a system of risk measurement for futures and options from the CME Group working in a developer role supporting futures and options applications in either a front or Middle Office/risk management capacity. There will be close daily interaction with the Quantitative Analysts within this Risk Management Group, therefore familiarity with the products and some understanding of pricing and risk management terms is vital.
This C++ Quantitative Developer candidate or strong JAVA Quantitative Developer candidate consulting opportunity has opened up due to changes in regulatory oversight. The selected C++ Quantitative Developer candidate will be developing systems in the support of new margin requirements utilizing a system of risk measurement called SPAN.
Secondary components to the assignment include UAT, back testing and stress testing to meet the regulatory deadlines. Once again, the area supports Fixed Income and equity products and their derivatives particularly futures and options, candidates without futures and options are unlikely to be considered.
This long term project in Downtown, NYC offers an initial six months+ independent contract with a generous starting rate in the $700-$725/day range with no expenses available. Candidates with solid skills, competitive rates will be reviewed first.
If you use E-mail (strongly preferred) to respond, please e-mail your Word or RTF to Jay J., with the subject line (or title and skills) of this message in the subject line of the message you send, no job numbers only, please, thanks. Qualified candidates will have clear English speaking skills not requiring repeating.
(To insure formatting & print quality, you may also mail a copy to me at WSI, 1619 Third Avenue, Box #6415, New York, NY 10128-0004).
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WSI is a specialty recruiting organization with over twenty years experience and fees paid by our selected client companies, freeing our hands to find top level candidates for better projects all over the USA.