My client is an extremely profitable and well regarded global Investment Bank, widely renowned for its dominance in the competitive interest rates space. Through this success and aggressive growth, we have an opportunity for an experienced quantitative C++ developer to take a key role on the front office desk in New York. You will work directly alongside experienced traders and quantitative analysts, to design and develop front office trading systems and strategies. The initial focus with be on pricing, analytics and P&L, and the ideal candidate will have a strong blend of low level programming and quantitative expertise. You will report directly to the Head Quant in New York, and this exposure will give you a great opportunity to be challenged and progress in your career. The desk is extremely fast paced and dynamic, thus the ideal candidate will need to be extremely motivated and thrive under pressure.

Responsibilities for Derivatives Quantitative Developer (C++ / Python / Perl)

• Pricing/P&L/Analytics of Derivatives Products
• Designing and develop core infrastructure
• Working closely with front office quants/traders
• Interface with core tech teams
• Work on the fast paced trading desk in New York

Ideal skill set for Derivatives Quantitative Developer (C++ / Python / Perl)

• Strong Background in front office development
• Derivatives Experience
• C++
• Linux/Unix
• Perl / Python
• Quantitative / analytical background

This is a unique opportunity for a quantitative developer to take a key role in a dynamic, front office trading group, in an extremely successful and thriving business area. You will work directly amongst some of the most respected quants and traders in the rates space and be instantly recognized as the technical guru of the team. You will thus need to be energetic, highly motivated and willing to face a very steep learning curve. Compensation, bonus and benefits will all be extremely competitive and reflective of the front office nature of the role.

If you would like more information on this opportunity please apply to cplusplus@selbyjennings.com or call 212 231 8223

Key Skills: C++, Python, Perl, Derivatives, Development, Quantitative Development, Infrastructure, Pricing, P&L, Analytics, Technology, New York