Interest Rate Derivatives Developer (C++)

New York

The Interest Rate Quantitative Development group for one of our top clients is seeking candidates with strong quant development background and experience in Interest Rates Derivatives / Fixed Income modeling. Candidates will be responsible for developing and supporting pricing models for interest rate derivatives, exotic and hybrid products.  Must have interest rate derivative and hybrid (IR/FX, IR/Credit, IR/Equity) products background and very strong C++ coding skills (Windows or UNIX).

Java or C++ Real Time Trading Systems!

New York

Our client is seeking motivated and passionate Java or C++ Real-time Software Engineers to develop high performance transactional systems that support their leading high-frequency trading platform. They will need candidates to bring strong coding skills and the ability to decompose a high level problem into detailed components and/or subsystems. Candidates must have at least 2-5 years experience developing/debugging/maintaining real-time transaction-oriented applications in a Linux/UNIX environment, as well as possess strong OO skills, C/C++ or Java.