C++ Quantitative Developer/Research Programmer
Leading US Mortgage Lenders, McLean, VA
Circa $80,000 - $100,000 + great company benefits
Skills: C++, Python, Perl, Shell script, Matlab, Bachelors degree or more in Computer Science, Electrical Engineering, Physics or similar subject, Good Communication, Analytical, Interest Rate, Risk, Fixed Income, US Citizenship
My client is the leading US mortgage lender with a great passion for offering best in class finance solutions to American families nationwide. Now, due to yet another year of growth and success the firm are looking to add a talented C++ Quantitative Developer/Research Programmer in order to develop analytical methods and models that assess the interest rate, market risk and/or credit risks of new and existing financial products. Moreover, the successful C++ Quantitative Developer/Research Programmer will play a key role in assisting the development of the models used to support trading decisions.
C++ Quantitative Developer/Research Programmer, Leading US Mortgage Lenders, McLean, VA will require the following skill-set;
- Understanding of basic mathematical finance and statistical concepts
- Bachelor/Master/PhD in Computer Science, Electrical Engineering, Physics, Mathematics etc
- Excellent C++ programming skills
- Python
- Perl or Shell script
- Matlab
- Good communication
- MBS / Fixed Income / Interest Rates
- Must have eligibility to work in the US
Responsibilities for C++ Quantitative Developer/Research Programmer, Leading US Mortgage Lenders, McLean, VA;
- Implement simulation models in C++ and help maintain existing model libraries
- Assist in the automation and scripting of model documentation and testing
- Support the simulation model libraries by investigating problems, assiting customers and preparing responses.
This role present a great opportunity for an entry level candidate from a PhD or Bachelors graduate with a few years experience looking to take that big step into a very reputable firm with a key focus on quality performance. The team have a very collaborative culture so there is much to learn amongst some of the most intelligent quants and technologists in the country. The group are looking to hire with immediate effect so please do not hesitate to get in contact.
If you are interested in this position then please send your details to apply.a33hoivogd@selbyjennings.aptrack.co.uk or call 212 209 7310
Key Skills: C++, Python, Perl, Shell script, Matlab, Bachelors degree or more in Computer Science, Electrical Engineering, Physics or similar subject, Good Communication, Analytical, Interest Rate, Risk, Fixed Income, US Citizenship
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