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*

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