Job Title: Portfolio Risk Analytics - Senior C++ Software Engineer
Job Description:
Our client’s Portfolio Risk group is seeking talented, disciplined, and detail oriented software engineers to design and develop core functionality for the new portfolio analytics system. The successful candidate will have a solid track record developing complex software applications and systems as well as experience with numerical applications and data analysis. Experience in portfolio level analytics, fixed income, or derivatives analysis a plus.

Qualifications:
Strong development skills
5+ years of C++ experience.
Experience with Matlab
Experience with R, S-PLUS, SAS, or other major statistical system
Experience with programming numerical methods
Background in statistics and linear algebra.
Knowledge of time series, data analysis, finance is a plus

Skills: C++, Matlab, R or Splus or SAS
Salary: Competitive Base + bonus
State: New York
City: New York City
Postal Code: 10010

Apply to URL:
http://clarityjobs.com/jobdetail.html?reqID=0053