Kindly send matched resumes to nar...@tammina.com 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 | nar...@tammina.com* *Y- IM : pyla_naresh | G-Talk : nkpyla* -- You received this message because you are subscribed to the Google Groups "Citrix and Sap problems" group. To unsubscribe from this group and stop receiving emails from it, send an email to citrix-and-sap-problems+unsubscr...@googlegroups.com. To post to this group, send email to citrix-and-sap-problems@googlegroups.com. Visit this group at http://groups.google.com/group/citrix-and-sap-problems. For more options, visit https://groups.google.com/groups/opt_out.
