Imported from previous forum
Develop code in C++/Java/Unix that supports various Fixed Income/Interest Rate Derivatives Businesses from front to back but with particular focus on working with the Quant Team in implementing their models in trading systems.-
Support derivatives trading and middle office with pricing issues that may arise during the trading day and in EOD and after-hours risk processes.-Must be able to thrive in a very high-pressure environment.
Must have strong knowledge of Interest Rate and Fixed Income Derivatives including IR Caps/Floors; Swaps; Swaptions; Bond Options; etc… Strong knowledge of curve construction: building zero curves from raw data; building forward curves. Strong knowledge of pricing, hedging, risk, calibration of models and vol structures and P/L. Experience with financial protocols.
Please contact Patrick Burke with Navistaff for further details.
908.273.6960 ext. 102
pb@navistaff.com