Hi,

Please send the resumes to [email protected] ASAP. thank you...!


*Need: Quantitative Model Developer*

*Location: NY.  *

*Six month contract.  *

*All inclusive max C-2-C Rate is Open   *

*Here are the requirements: We are seeking one quantitative model developer.
 *



*Qualifications are as follows: *

1) familiar with futures and options market practice and exchange
operations,

2) Experience with Futures and Options modeling;

3) With mathematics, statistics or science background;

4) Work experience with SQL Server or Sybase database;

5) Expert level experience with Java or C++, prefer Java.

6) needs experience with SPAN



The only other thing the manager mentioned is that this is a tough find and
these people are very niched in their skill set.  Ideally, they would like
to consider someone that has a PhD from a Ivy League school and that they
have to have experience with CME SPAN.  Green Card or US Citizen.



A little insight on SPAN… The CME (Chicago Mercantile Exchange) Clearing
Risk team determines initial performance bond/initial margin utilizing the
CME Group proprietary SPAN margin system. The SPAN system is a global
industry standard, made available by license agreement, that:

·         Monitors market activity, including large positions and
concentrated positions

·         Performs a twice daily mark-to-market of open positions

·         Manages risk through multi-lateral netting by customer and house
account per firm

·         Assures the segregation of customer assets from firm assets





Linda Monalisa

Aim Computer Consulting

N. Laurel Park Drive,

Suite #513,

Livonia, MI-48152

Phone:  734-591-3562 Extn.1+172

Fax: 734-418-2603

*[email protected]* <[email protected]>**

*www.aim-cc.com* <http://www.aim-cc.com/>**



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