Kindly send matched resumes to [email protected] or call me @ 703-880-8725
*Quantitative Developer / Consultant* Location: Chicago, IL Duration : 12 Months Excellent opportunity to join one of our top clients, a stable, successful financial organization in Chicago, IL as a Quantitative Developer / Consultant on a 12 month-project to implement models for pricing and risk management of standard financial derivatives. As a Quant Developer, you will Port from C++ to Java and/or re-implement in C++ a number of existing pricing models; Implement new models from mathematical specifications provided by other team members; Develop extensive test results, which will be used in ongoing regression tests; and Document new code and test cases. In addition, you could be involved in the selection of algorithms, if highly qualified. *Requirements:** ** Masters or Ph.D in a highly quantitative subject, most likely in some branch of mathematics. * 5+ years of production level programming background is required, with an emphasis on numerical algorithms. * Experience in Java, C / C++ and SQL. * Development in UNIX / Linux environment. * Provide evidence of extensive rigorous mathematical training. * Derivatives pricing theory to the standard of John Hull’s Options, Futures and Other Derivatives (or comparable text). * Numerical solutions in finance ( e.g.: Monte Carlo simulation; finite difference including ‘trees’ ). * Financial risk measures ( e.g. VaR, Expected Shortfall ). * Good verbal and written communication skills. * Knowledge of derivatives pricing theory and/or commonly traded derivatives preferred. -- *Thanks,* *Naresh Kumar . Pyla | Sr.Technical Recruiter* *703 . 880 .8725 | [email protected]* *Y- IM : pyla_naresh | G-Talk : nkpyla* -- You received this message because you are subscribed to the Google Groups "OracleD2K" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/oracled2k. For more options, visit https://groups.google.com/groups/opt_out.
