Quant Developer - FX, Equities, Commodities

JOB DESCRIPTION

                    Quant Developer (FX commodities) 

Very strong Mathematics background needed!

Some exposure to exotics, FX, volatility model

Need Data Modeling

Need programming in C/C++

Plays dual role Developer/Analyst

Our Client is seeking candidates with strong quant development background and experience in Equities, FX, or Commodities Derivatives modeling. The candidate will be responsible for developing and supporting pricing models for derivatives, exotic and hybrid products.

Responsibilities include:
- Research, implement and maintain pricing models for equities, FX, commodities derivative and hybrid products
- Work closely with product development through the full development cycle, from the product initial specification to final delivery to clients
- Work with application developers on integration and testing

Qualifications:
- PhD in Mathematics, Physics, Engineering, Finance or related field
- 5+ years hands-on C/C++ Quantitative Development on UNIX
- Strong software engineering skills in a multi-platform, multi-programmer environment
- Solid understanding of Equity Derivatives, FX Derivatives, Commodities Derivatives, or Hybrids markets