Interest Rate Quantitative Developer jobs

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Nov 06 Senior C++ or Java Developer - Market Risk Management & Analysis Andiamo Partners New York, NY

Fixed Income (Credit Derivatives, Interest Rate Derivatives, MBS, ABS, Bonds, ... Funds, Program Trade, Prime Brokerage, Quantitative Analysis, Commodities, Foreign... more

Nov 06 Front Office Java or C++ Developer for FX Trading systems Andiamo Partners New York, NY

Fixed Income (Credit Derivatives, Interest Rate Derivatives, MBS, ABS, Bonds, ... Funds, Program Trade, Prime Brokerage, Quantitative Analysis, Commodities, Foreign... more

Nov 06 20 Terrific Java Developers Needed! Sapphire New York, NY

Derivatives, Credit Derivatives, Interest Rate Derivatives, FX, REPO, Credit Default ... Python, VBA, Excel, multi-threading, quantitative development and/or Shell... more

Nov 05 Front-Office OO (Java or C++) Developer for Interest Rate Products Andiamo Partners New York, NY

OO (Java or C++) Developer for Interest Rate Products Company: Major Global ... interest rates products trading desk, java developer, c++ developer, electronic... more

Nov 05 (Highest Salary ) Quantitative Developer with IR Derivatives. Quantronix New York, NY

provider. Project Description: The Interest Rate Quantitative Development group ... Quantitative Developer,C/C++,UNIX,Interest Rate... more

Nov 05 Analytics Developer-C++ World Networking Services New York, NY

Developer a. Language: C++ b. Database: Sybase c. Platform: ... products, trading systems, interest rate modesl, prepayment models etc. e. Tools... more

Nov 05 Quant Developer - Front Office Palm Mason California

strategies and quant libraries on new interest rate derivatives products. ... Essential: Fixed Income Mathematics Interest Rate Derivatives Comprehensive C++... more

Nov 05 MBS C++ Developer Axelon Services New York, NY

members, Front Office IT support groups, quantitative research and trading ... Qualifications Experience of interest rate derivatives (Swaps, Swaptions,... more

Nov 05 C++ Developer (Credit/Fixed Income) Front Office Citadel Investment Group Chicago, IL

forefront of the industry. Position: C++ Developer Location: Chicago Programming ... Structured Credit (CDO, CDX), Interest Rate products (Swap, Swaptions), Hybrid... more

Nov 05 Data Architect w/BackOffice CranSoft & SQL Server Alpha Consulting Princeton, NJ

Maturity Model o Development of a quantitative maturity assessment/scoring ... Application Development, SQL Server, Web Developer, Data Modeling, RDBMS, PL/SQL,... more

Nov 04 MBS C++ Developer Axelon Services Ny, NY

members, Front Office IT support groups, quantitative research and trading groups. ... Qualifications Experience of interest rate derivatives (Swaps, Swaptions, Exotics... more

Nov 04 MBS C++ Developer Axelon Services New York, NY

members, Front Office IT support groups, quantitative research and trading ... mustPreferred Qualifications Experience of interest rate derivatives (Swaps, Swaptions,... more

Nov 04 Developer Crossfire Consulting New York, NY

front office technology used by the interest rate products trading desks at ... spanning technology, trading and quantitative modeling, often communicating... more

Nov 04 MBS C++ Developer Axelon Services New York, NY

members, Front Office IT support groups, quantitative research and trading groups. ... Qualifications Experience of interest rate derivatives (Swaps, Swaptions, Exotics... more

Nov 02 MBS C++ Developer Axelon Services New York, NY

members, Front Office IT support groups, quantitative research and trading ... Qualifications Experience of interest rate derivatives (Swaps, Swaptions,... more

Nov 02 C++ Developer (Credit/Fixed Income) Front Office Citadel Investment Group Chicago, IL

forefront of the industry. Position: C++ Developer Location: Chicago Programming ... Credits(CDS), Structured Credit (CDO, CDX), Interest Rate products (Swap, Swaptions),... more

Oct 31 Software Developer Citadel Investment Group Chicago, IL

This includes valuation of financial products such as interest/probability curve ... valuing stocks, bonds, options, mortgages, interest rate swaps and credit default... more

Oct 30 Interest Rate Quantitative Developer Financial Institute Stamford, CT

Interest Rate Quantitative Development group is seeking candidates with strong quant ... * Solid understanding of Interest Rate Derivatives/Hybrids markets... more

Oct 30 C++ Developer for Program Trading Group Andiamo Partners New York, NY

Fixed Income (Credit Derivatives, Interest Rate Derivatives, MBS, ABS, Bonds, ... Funds, Program Trade, Prime Brokerage, Quantitative Analysis, Commodities, Foreign... more

Oct 30 Senior Java Developer for Equity Prime Brokerage Risk Andiamo Partners New York, NY

Fixed Income (Credit Derivatives, Interest Rate Derivatives, MBS, ABS, Bonds, ... Technology, Executive IT Management. java developer, senior java developer, java, core... more

Oct 30 Risk Systems Senior Developer (C++ or Java) - Global Investment Bank Andiamo Partners Jersey City, NJ

Fixed Income (Credit Derivatives, Interest Rate Derivatives, MBS, ABS, Bonds, ... Funds, Program Trade, Prime Brokerage, Quantitative Analysis, Commodities, Foreign... more

Oct 30 Quant Developer Needed C/C++ Cypress Group New York

and prototype work. The Role The Interest Rate Quantitative Development group is ... * Solid understanding of Interest Rate Derivatives/Hybrids markets... more

Oct 30 21 Impressive Java Developers Needed! Sapphire Technologies New York, NY

Derivatives, Credit Derivatives, Interest Rate Derivatives, FX, REPO, Credit Default ... Python, VBA, Excel, multi-threading, quantitative development and/or Shell... more

Oct 30 Senior Flex Architect - ground floor development - top NYC Financial Andiamo Partners New York, NY

Fixed Income (Credit Derivatives, Interest Rate Derivatives, MBS, ABS, Bonds, ... Funds, Program Trade, Prime Brokerage, Quantitative Analysis, Commodities, Foreign... more

Oct 29 C++/ Java Developer NuTech Information Systems Jersey City, NJ

strategies highly desirable. Knowledge of quantitative risk techniques used to measure ... Black-Scholes), and risk measures (greeks/sensitivities) Knowledge of interest rate... more