Salary: competitive base + bonus
State: NY
City: New York City
Postal Code: 10010

Job Description:
Our Client’s Quantitative Development group is seeking candidates with strong quant development background and experience in Interest Rates Derivatives, Equity, FX, Commodity and Credit modeling. The candidate will be responsible for developing and supporting pricing models for derivatives, exotics and hybrid products.

Responsibilities include:
- Research, implement and maintain pricing models.
- Work closely with product development through the full development cycle and application developers on integration and testing.

Qualifications:
-PhD in Mathematics, Physics, Engineering, Finance or related field.
-Hands-on experience in C/C++ Quantitative Development.
-Strong software engineering skills in a multi-platform, multi-programmer environment.
-Solid understanding of Derivatives/Hybrid markets.
-Strong communication skills and ability to work in a team environment.

Skills: C++, PHD
Apply to URL: http://clarityjobs.com/jobdetail.html?reqID=0097