Messages In This Digest (1 Message)
- 1.
- Lead SW Engineer - FI/Der - Quant - C++ - C# - Java - Matlab - R - B From: Gary Wright - Wright Associates
Message
- 1.
-
Lead SW Engineer - FI/Der - Quant - C++ - C# - Java - Matlab - R - B
Posted by: "Gary Wright - Wright Associates" gary_wright@verizon.net wrightassociates
Tue Apr 19, 2011 5:40 am (PDT)
Please feel free to refer this position to other groups and people you know.
Position Title – WR721741
Lead SW Engineer – FI/Der – Quant – C++ - C# - Java – Matlab - R - Boston,
MA Area – Excellent Package
Excellent Compensation Package – Base + Bonus + PS
Stable Work History
No Relocation or Sponsorship
Company
Large, successful, and growing Boston based Investment Management Firm –
Great Company – Lots of Upside – Excellent Compensation Package – Bonus –
Profit Sharing etc. Join a team oriented, collaborative, results focused
environment and become part of an elite organization with great growth
possibilities.
Position Responsibilities – Summary
The Fixed Income Quant Systems Team is responsible for providing advanced
quantitative tools such as analytic calculators, risk models, cash flow
engines, liquidity evaluation frameworks, technical pattern scanners, and
asset allocation strategies to the firm's portfolio management and research
teams. Members of the team play critical roles in the firm's success by
providing proprietary technology solutions that improve complex investment
decision-making, and serve as a key differentiator in driving new business
development.
This lead role will combine quantitative and software engineering skills to
drive development of firm's next generation of quantitative tools.
Key Responsibilities:
· Partner closely with investment and research teams to understand
business needs and to create effective technical solutions.
· Perform detailed analysis of analytical/quantitative problems and
provide guidance to the technical development teams.
· Participate in full-cycle software development including
regression testing, deployment, and support of new tools.
· Stay abreast of the "state of the art" as it relates to investment
practice, both within the firm and throughout the industry.
Required Skills and Competencies:
· A minimum of five years of experience in the investment industry,
ideally with an asset manager, a hedge fund, or an investment bank.
· Demonstrated understanding of fixed income security data structure
and attributes (including those for related derivatives), quantitative
concepts, and related front-office investment processes.
· Good understanding of "bond math" and relevant market conventions
such as yields/rates/spreads, sensitivity measures, and risk management.
· At least seven years of application designing and programming
experience using Matlab, Java, C/C++/C#, or R. Comfortable in numerical
programming.
· Working knowledge of SQL and relational database technology.
· Knowledge of Microsoft tools is a plus.
· Excellent written and verbal communications skills.
· Ability and willingness to work in a fast-paced, mission-critical
production environment.
· Strong delivery focus and ability to overcome obstacles.
· Advanced degree in computer science, mathematics, physics,
statistics or another quantitative field.
· Willingness or demonstrated commitment to a CFA / FRM charter.
Keys to this Position:
1. Fixed Income and Derivatives knowledge is required (see above for more
detail).
2. Quantitative Investment experience with Analytics or Risk Management
(see above for more detail)
3. Technology: In this order: Matlab, Microsoft (.NET or VB) or Java
experience.
4. Project Leadership skills are required.
Contact Information
Gary Wright - President – Wright Associates
Phone - (508) 761-6354 - Email - replywrightassociates@verizon. - WEBnet
Site – www.wrightassociates.org
Need to Reply?
Click one of the "Reply" links to respond to a specific message in the Daily Digest.
The New England Networking Group is Moderated by:
Gary L. Wright - President/Principal - Wright Associates
Wright Associates specializes in High Technology Recruiting Services for the New England Market Place.
Phone: 508-761-6354
Email: mailto:garywright@prodigy.net
Website: www.WrightAssociates.org
Gary L. Wright - President/Principal - Wright Associates
Wright Associates specializes in High Technology Recruiting Services for the New England Market Place.
Phone: 508-761-6354
Email: mailto:garywright@prodigy.net
Website: www.WrightAssociates.org
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Individual | Switch format to Traditional
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe
No comments:
Post a Comment